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Re: st: RE: impute: too many variables specified


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: impute: too many variables specified
Date   Thu, 18 Nov 2004 13:30:11 -0500

At 06:07 PM 11/18/2004 +0000, Nick Cox wrote:
This was asked a while back. I can't remember
the answer but it should be in the archives.

A quite different comment is to ask how much
better your imputation is based on 30+ predictors
rather than 30.
I was thinking this sounded familiar. Jeff Pitblado discussed it here and basically said don't try to increase the limit yourself. However, he also describes a possible -nomissings- option that has indeed since been added to Stata:

http://www.stata.com/statalist/archive/2003-11/msg00356.html

As to why you might want more than 30 predictors -- one example might be where you have a categorical variable with many categories (resulting in 30+ dummy variables).

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