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st: Combining multiple imputation with propensity score matching

From   "Cornell, John E" <>
To   "" <>
Subject   st: Combining multiple imputation with propensity score matching
Date   Tue, 2 Mar 2010 10:17:09 -0600

Dear Stata Folks:

I have a large, and somewhat complicated multi-site dataset, that requires the use of multiple imputation to fill-in missing lab values that I need to generate propensity scores for three classes of drugs. I used the new multiple imputation procedure based on multivariate normal regression to fill-in the missing lab values. We created 20 imputed datasets if the flong format, and used logistic regression to compute and save the propensity scores in logit form within each imputed set. We used mahapick to select to match cases (being on one or more of the three agents) to controls (never on any of the three agents). This worked well, but there are two problems we encountered at this stage. First, the procedure selects the closest match actual distance may be very large so we needed to edit the matches to maintain a subset of cases with reasonable closeness. Second, the procedure may match the same control to more than one case, so we needed to restrict the sample to unique matches. Finally, the number of matches varied between imputed sets.

It does not appear that the mi estimate command can handle this situation. So, we are left with the prospect of writing our own code to compute and combine the model estimates. We are relatively novice Stata programmers at the moment, and we would welcome any suggestions, references, etc. that the Stata community could provide that will help us solve this problem.


John E. Cornell, Ph.D.
Department of Epidemiology and Biostatistics
University of Texas Health Science Center, San Antonio
7703 Floyd Curl Drive
San Antonio, Texas 78229-3900


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