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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: references that may support using xtreg with multiple imputation |

Date |
Thu, 27 Aug 2009 14:26:17 -0500 |

As I said, I doubt it. In particular, MAR assumption implies that missingness cannot depend on the panel effect, and that is hardly realistic. On Thu, Aug 27, 2009 at 12:28 PM, Woolton Lee<finished07@gmail.com> wrote: > I am using STATA version 10 and ICE not MI. I'm not planning to use > multiple imputation to account for unobserved effects. What I would > like to know is whether there is evidence that using multiple > imputation (assuming MAR and the other assumptions) with FE regression > has the standard statistical properties such as unbiasedness, > consistency, etc. > > Woolton > > On Thu, Aug 27, 2009 at 1:05 PM, Stas Kolenikov<skolenik@gmail.com> wrote: >> You probably want to use -xtreg, fe- to control for unobservable panel >> effects in the first place, right? You suspect your regressors are >> correlated with the panel effect, yada-yada, biased estimates, etc. If >> you can twist -mi-'s arms to generate the completed data sets that >> incorporate those unobservables, you might be able to justify the >> multiple imputation approach. But this is not feasible since by >> definition those panel effects are not observed. Ergo, I would not >> trust any application that would do -mi estimate: xtreg, fe-. >> Conceptually, if you ran -mi- within each panel, that might produce >> something you could claim makes sense. But say 10 observations you >> would probably have in a typical panel is hardly enough to fit a good >> imputation model, even more so if your regression will have 20 >> explanatory variables. No free lunch, sorry; -mi- is not a panacea, >> and should not be thought of as such. I personally think about it as a >> last resort, and only if I can convincingly incoroporate all the data >> generating process features into the imputation model. >> >> On Thu, Aug 27, 2009 at 11:49 AM, Woolton Lee<finished07@gmail.com> wrote: >>> Does anyone know of simulation studies that have looked at statistical >>> properties of simple fixed effects regression with multiple >>> imputation? I would like to know whether there is evidence justifying >>> the use of this approach. Thanks. >>> >>> PS if you know some cites please send them to me. Thanks. >>> >>> Woolton >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >>> >> >> >> >> -- >> Stas Kolenikov, also found at http://stas.kolenikov.name >> Small print: I use this email account for mailing lists only. >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: references that may support using xtreg with multiple imputation***From:*Woolton Lee <finished07@gmail.com>

**Re: st: references that may support using xtreg with multiple imputation***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: references that may support using xtreg with multiple imputation***From:*Woolton Lee <finished07@gmail.com>

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