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From |
wgould@stata.com (William Gould, StataCorp LP) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: details of how the impute command work |

Date |
Wed, 07 Nov 2007 08:37:17 -0600 |

Tim Hale <timhale@mindspring.com> writes, > I am trying to figure out exactly what the -impute- command in Stata > does to estimate missing values. -impute y x1 x2 ..., gen(yhat)-= creates yhat_j = y_j in observations j for which y_j<. = prediction_j otherwise Each prediction_j is the predicted value from a linear regression, said linear regression using the subset of variables of x1, x2, ..., that do not contain missing in observation j. Consider the following dataset: . list y x1 x2 +-------------+ | y x1 x2 | |-------------| 1. | 1 2 3 | 2. | 4 5 6 | 3. | 5 5 8 | 4. | 5 6 6 | 5. | . 5 6 | |-------------| 6. | . . 3 | +-------------+ and the command . impute y x1 x2, gen(yhat) Then yhat in observation 5 would be based on a regression of y on x1 and x2, because both x1 and x2 are not missing in observation 5. This amounts to . regress y x1 x2 . predict prediction . replace yhat = prediction in 5 The yhat in observation 6 would be based on a regression of y on x2, because x1 in missing in observation 6. This amounts to . regress y x2 . prediction prediction . replace yhat = prediction in 6 -- Bill wgould@stata.com * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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