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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.


From   Dan Blanchette <dan.blanchette@duke.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: New Stata package -rii- on SSC that runs multiple imputations of a model based on the value of the multiple imputation variable.
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
davidr@duke.edu
Dan.Blanchette@Duke.edu

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