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RE: st: imputing continuous values when respondents select categories, e.g., income category


From   Roy Wada <roywada@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: imputing continuous values when respondents select categories, e.g., income category
Date   Fri, 24 Apr 2009 22:27:51 -0700

 
Bootstrap will correct the standard error.
 
Latent estimations (heckman, etc) are meant to predict unobserved 
values such as inverse-Mills ratio.
 
It should not matter how E(y|x,z) is calcualted, as long as the
conditions (i.e. exclusions, non-weak instruments) are met.
 
>
> These possibilities are starting to make my head hurt. :) To back
> up, I've never heard of anyone computing the predicted values from
> intreg and then using them as an independent variable in subsequent
> analyses. That may just reflect my ignorance, but it seems like at a
> minimum your standard errors would be too optimistic.
>
> For that matter, there are concerns about using intreg for dependent
> variables - if the assumptions of the method are not met (e.g.
> normality) the estimates may be wrong. And, as the manual points
> out, for something like income, you may want to use the logged values
> of the interval endpoints. See the manual for an example. So, you
> have to be careful that your use of intreg is legit in the first place.
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