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st: Re: Stata 11 imputation


From   "Joseph Coveney" <jcoveney@bigplanet.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Stata 11 imputation
Date   Tue, 28 Jul 2009 01:31:35 +0900

Fred Wolfe wrote:

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). [remainder omitted]

--------------------------------------------------------------------------------

These appear to give some insight as to what Paul Allison's book might be
saying.

www2.sas.com/proceedings/sugi30/112-30.pdf

www2.sas.com/proceedings/sugi30/113-30.pdf

Their message now seems to be not to round at all.

Joseph Coveney



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