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st: re: management of missing


From   Christopher Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: management of missing
Date   Thu, 19 Nov 2009 12:38:40 -0500

<>
Rodrigo said

My question to the list is if Stata allows you to avoid dropping observations based on the listwise criteria. I want to know this because maybe this will be a possible solution for raising the sample where the estimations are based.

No, for obvious reasons. Consider linear regression, where you calculate X'X. Consider an X matrix, N x k, with some random elements of each column missing. What does it mean to calculate sums of squares and cross products of such a matrix? Calculating those sums over only the feasible (pairwise) terms will not give you anything sensible except in the limit, and even asymptotically, if the proportion of missing data is fixed, driving N -> \infty probably won't help.

It sounds like you might be a good candidate for Stata's new manual on Multiple Imputation.

Kit

Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html

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