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Re: st: Averages for missing values


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Averages for missing values
Date   Mon, 12 Sep 2005 09:41:27 -0400

for criticism of the use of a dummy variable as per your description,
see: Jones, MP (1996), "Indicator and stratification methods for missing explanatory variables in multiple linear regression," _JASA_, 91: 222-230.

Rich

SamL wrote:

These methods are frowned upon?  Which method in particular is the object
of the frown?  I guess I am puzzled, because mean substitution comes in a
few flavors.  There is substituting the mean and leaving it at that.  I
assume this is widely understood as problematic.  And then there is
substituting the mean and adding a dummy variable to the model that
indicates whether the mean has been substituted.  Is there any problem
with this second approach?

Thanks a bunch.
Sam
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