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Date: Fri, 15 Jan 2010 10:08:46 -0800 (PST)
From: Maarten buis <[email protected]>
Subject: st: ice command question about interactions
A while ago Alan Acock asked a question on interactions in an
imputation model:
<http://www.stata.com/statalist/archive/2009-02/msg00602.html> .
The main issue was that there is an emerging literature claiming that
one
should not use the -passive()- option in -ice- (see, -ssc d ice-), but
instead create interactions, squares etc. in the un-imputed data, and
impute these as if they were normal variables:
John Graham (2009) "Missing Data Analysis: Making it Work in the Real
World", Annual Review of Psychology, 60:549-576.
Paul von Hippel (2009) "How to impute interactions, squares, and other
transformed variables", Sociological Methodology, 39:265-291.
.. snip ..
================================
My understanding from a brief chat with Patrick Royston is that things
may not be as clear cut as argued by von Hippel, and that von Hippel's
recommendations are not necessarily appropriate. (I've not seen the
Graham article.) I also understand that Patrick may be writing a
Comment on von Hippel's article that sets out these arguments.
I'm no MI expert, but I suggesting proceeding with caution.
Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374. Fax: +44 1206 873151.
http://www.iser.essex.ac.uk
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/iser/teaching/module-ec968
Downloadable papers and software: http://ideas.repec.org/e/pje7.html
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