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Re: st: R: RE: Imputing values for an Index

From   John Ataguba <>
Subject   Re: st: R: RE: Imputing values for an Index
Date   Mon, 22 Sep 2008 08:53:04 +0000 (GMT)

Hi Nick & Carlo,
Thanks for the response.  I will have a good look at the useful suggestions.


----- Original Message ----
From: Carlo Lazzaro <>
Sent: Wednesday, 17 September, 2008 7:11:23
Subject: st: R: RE: Imputing values for an Index

Dear John and Nick,
hoping to point out a useful reference on dealing with missing data
(continuous variables, namely), please find below the following one (I have
found it really useful in the recent past):

Briggs A, Clark T, Wolstenholme J and Clarke P. Missing....presumed at
random: cost-analysis of incomplete data. Health Economics 2003; 12: 377–392

Kind Regards,

-----Messaggio originale-----
[] Per conto di Nick Cox
Inviato: mercoledì 17 settembre 2008 15.09
Oggetto: st: RE: Imputing values for an Index

This raises questions on several levels. 

I am queasy at your tactic of finding a reference that supports what you
intend to do. 

I don't think the alternative of saying that you can't do this if you have
missing values is that outrageous, but I don't know your context. 

All methods of dealing with missing data other than going out and measuring
again -- when that is possible -- are deeply unsatisfactory, but some are
more deeply unsatisfactory than others. 

There definitely are different takes but 

1. I would impute upstream, and then do -pca-. If you do -pca- and then
impute, your interpretation problems seem even greater. 

2. I would always compare results for complete observations and for complete
plus imputed to see what differences there are. You gain from knowing how
bad the problem is, 

3. -impute- is among the lousiest ways to do this. -ice- (use -findit-) is
generally considered much better, it seems. I've never use it....


John Ataguba

I am implementing the -pca- command to generate an index of socioeconomic
status.  Stata will not provide values for any observation that is missing
in any variable when you use the -predict, score- after the -pca- command.

I decided to use the -impute- command to fill in the missing values of the
index.  Noting particularly that the missing values are not much and could
be assumed to be random.

My problem is that I need a valid reference to backup the process or to see
if there is a more neater way to get around this.

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