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Re: st: ML regression
I don't have the book here Schafer (1997), but the object that you are
looking for sounds like EM-regression for me. The EM algorithm uses all the
possible information to estimate the parameters associated with the linear
model of your analysis. To my knowledge, this procedure is not available in
Stata, it is possible that you can write the the ML using -ml-
commands(maybe someone already did it). I used Schafer's software for
Windows and easy and friendly, you can solve your problem with that
(http://www.stat.psu.edu/~jls/norm203.exe).
If you don't missing observations, you can check a previous discussion about
ML+linear regression in the archives of Statalist.
Rodrigo.
Schafer, J.L. (1997) Analysis of Incomplete Multivariate Data. London:
Chapman and Hall / CRC Press.
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Friday, June 01, 2007 1:05 PM
Subject: Re: st: ML regression
Thanks--I will look into those options. However, as far as I
know, imputation does not recover parameter estimates (and
SEs) as well as does ML (or FIML) estimation.
Best,
J.
----- Original Message -----
Exp�diteur: Richard Williams <[email protected]>
�: [email protected],
[email protected]
Sujet: Re: st: ML regression
Date: Fri, 01 Jun 2007 12:55:01 -0500
At 11:24 AM 6/1/2007, [email protected] wrote:
>Is it possible to estimate a regression model using ML
>(instead of OLS)? Other programs (e.g., MPLUS, AMOS)
allow >one to estimate regression models using ML (or they
refer to >it as FIML), which is useful when one has
missing data on >observations and one does not want to
have one's sample size >reduced (by listwise). If this is
possible, what is the >synatx one would use?
>
>Thanks,
>John.
I don't know about FIML, but you may want to take a look
at the -ice- and -mim- commands available from SSC, which
let you do multiple imputation of missing data.
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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
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Prof. John Antonakis
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