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Re: st: RE: the impute command


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: the impute command
Date   Wed, 19 May 2004 11:00:51 -0500

I think that the impute command works only for continous variables. If
you want to base your imputation on the determinsitic regression
technique, you would perhaps need to use  a -probit- command.

Shqiponja
It will work with a dichotomy, but it may not be optimal. An alternative would be something like

quietly logit y x1 x2
predict yhat
recode yhat (0/.50 = 0)(.50/1 = 1)
replace y = yhat if missing(y)

This could get tedious though if you have a bunch of Xs several of which have missing data. For example, if you said

impute y x1 x2 x3 x4 x5 x6 x7

it would run one regression for those who had complete data on all the xs; then it would run another regression for those that had md on one x; etc. So, to manually do the equivalent of what impute is doing could be incredibly time consuming.

This raises an interesting question: I wonder how tough it would be to create a variation of the impute command using logit or probit instead of regress?

Also, is any impute method for a dichotomy necessarily the right way to go? For example, if you have relatively rare or very frequent events, all of the imputed values could wind up being 0 or 1. From what I've read, the use of impute is debatable even for OLS regression, and my guess is that it would be even more questionable for a dichotomy.



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Richard Williams, Notre Dame Dept of Sociology
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