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st: New Stata package -rii- on SSC that runs multiple imputations of a model based on the value of the multiple imputation variable.
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From |
Dan Blanchette <[email protected]> |
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To |
[email protected] |
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Subject |
st: New Stata package -rii- on SSC that runs multiple imputations of a model based on the value of the multiple imputation variable. |
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Date |
Tue, 2 Jun 2009 13:34:03 -0400 (EDT) |
Dear Statalist Members,
Thanks to Kit Baum, a new Stata package -rii-
is now available for download on SSC.
Description
-rii- is a prefix command that runs multiple imputations of a model based on
the value of the multiple imputation variable. -rii- has been tested on: -probit-,
-tobit-, -cnreg-, and -regress-. -rii- uses the repeated-imputation inference
(RII) technique to derive OLS regression coefficients, estimates of the standard
error of the coefficients, test statistics for individual coefficients and a model
test statistic. RII is based on Bayesian theory, and is applicable to linear and
nonlinear models, and to models estimated by both least squares and maximum
likelihood. The RII technique incorporates the variability in the data due to
missing data into the estimate of the standard error of the mean.
Let us know if you have any questions,
David T. Robinson
Dan Blanchette
Center for Entrepreneurship and Innovation
Duke University's Fuqua School of Business
[email protected]
[email protected]
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