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


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: imputing continuous values when respondents select categories, e.g., income category
Date   Sat, 25 Apr 2009 09:43:56 -0500

At 12:27 AM 4/25/2009, Roy Wada wrote:

Bootstrap will correct the standard error.

Bootstrapping being yet another weak area of mine, I suppose that could be true. But, does that mean that if you bootstrapped, single imputation of missing data would be ok? Does it mean that regardless of whether you have the real value of income or the estimated value, either way the standard errors will be computed correctly?

It should not matter how E(y|x,z) is calcualted, as long as the
conditions (i.e. exclusions, non-weak instruments) are met.

It is similar to the problems you have with 2SLS. If x1, x2 and x3 are used to estimate income, then at least one of those variables has to be excluded from models that include estimated income as an independent variable.

Interesting discussion. Maybe using intreg in this way is a good idea, but I'd feel more comfortable if there were citations justifying it.


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Richard Williams, Notre Dame Dept of Sociology
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