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st: Stata 11 imputation


From   Fred Wolfe <fwolfe@arthritis-research.org>
To   statalist@hsphsun2.harvard.edu
Subject   st: Stata 11 imputation
Date   Mon, 27 Jul 2009 10:09:03 -0500

I have been reading the Stata 11 imputation manual. .

The manual states (page 107), "In practice, multiple variables usually
must be imputed simultaneously, and that requires using a multivariate
imputation method. The choice of an imputation method in this case
depends on the pattern of missing values." In my instance this means
using -mi impute mvn-

Using Royston's multivariate -ice-, it was possible to specify
mulivariate  matching, oligit, mlogit, and logit. This is not possible
with -mi impute mvn -. From a users point of this means out of usual
(expected) range values (e.g., ages <0, non-integer categorical
values). The manual suggests (page 109), "For multiple categorical
variables with only two categories (binary or dummy variables), a
multivariate normal approach ([MI] mi impute mvn) can be used to
impute missing values and then round the imputed values to 0 if the
value is smaller than 0.5, or 1 otherwise. For categorical variables
with more than two categories, Allison (2001) describes how to use the
normal model to impute missing values."

I wonder if it might be possible in a revision of the manual to
actually describe how to impute categorical values without having to
purchase Allison's book (available on Amazon.com at a reasonable
cost). There are a lot of "simple" examples in the manual. but no
complex examples - somethings that would be helpful.

Would it be possible for StataCorp people to indicate on the list the
advantages of their multivariate method compared with Royston's.


--
Fred Wolfe
National Data Bank for Rheumatic Diseases
Wichita, Kansas
NDB Office  +1 316 263 2125 Ext 0
Research Office +1 316 686 9195
fwolfe@arthritis-research.org

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