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st: Multiple Imputation Package


From   "Rodrigo Alfaro A." <ralfaro@bcentral.cl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Multiple Imputation Package
Date   Mon, 14 Apr 2008 15:16:22 -0400

///
Again

_____________________________________________ 
Dear Statalisters,

Thanks to Kit Baum, a package to run regressions on multiple
imputed-datasets is available from SSC (called mira). The program run
any regression syntax in each imputed-dataset and reports the average
coefficients along with their standard errors and their degree of
freedom using Rubin's (1987) rules. The datasets must be numbered.
Finally. two R2 are computed (arithmetic and geometric averages). In
previous discussion Maarten Buis pointed us Rubin's answer on how to
combine R2's
(http://www.stata.com/statalist/archive/2007-04/msg00900.html). 

findit mira

Note: This package DOES NOT generate multiple imputations. Own
imputed-datasets are necessary. Many surveys are published in this way,
where each imputation is collected in a dataset. Also, there are
softwares to generate multiple imputations, in Stata two remarkables are
-ice- and -hotdeck-.

Rodrigo Alfaro 
Central Bank of Chile.




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