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Re: st: multiple imputation

From (Wesley D. Eddings, StataCorp)
Subject   Re: st: multiple imputation
Date   Thu, 02 Dec 2010 16:27:36 -0600

Cecilia <> received from -mi impute regress- an error message
about missing values:

> I am using  mi in stata to impute missing data for panel data. But STATA gives
> me the error reminder "This may occur when imputation variables are used as
> independent variables or when independent variables contain missing values.
> You can specify option force if you wish to proceed anyway." My code is "mi
> impute regress loggdp_N x1 x2 x3 x4 x5 x6,add(20) rseed(5)". Is that because
> there are missing values in x1~x6 variable list which are used in the
> regression model to impute?

Yes.  The quoted error message is usually caused by missing values in the -mi
impute- predictor variables, and Cecilia may use -misstable summarize- to check
x1-x6 for missing values.  If the variables have no missing values, Cecilia may
send her data to Stata Technical Support at for us to
diagnose a reason for missing imputed values.

Cecilia also asked about the -force- option:

> For this error, I add "force" in the command, but no imputation generated at
> all.

We aren't sure what Cecilia means by the imputations not being "generated." The
-mi impute regress, force- command should have added twenty imputations to the
data; if it didn't, we'd like Cecilia to send her data and do-file to Stata
Technical Support.

But Cecilia may mean that the imputations were added, but all of the imputed
values of "loggdp_N" turned out to be missing.  It is possible for all the
imputed values to be legitimately missing, if every observation with a missing
"loggdp_N" value was also missing one of the predictors.  Cecilia would need to
consider imputing all of the variables simultaneously using one of the
multivariate imputation methods.

-- Wes               
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