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Re: st: reporting results from a multiple imputed data set


From   Joerg Luedicke <joerg.luedicke@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: reporting results from a multiple imputed data set
Date   Wed, 20 Apr 2011 09:43:10 -0400

On Wed, Apr 20, 2011 at 9:24 AM, Lamla, Bettina
<Bettina.Lamla@rwi-essen.de> wrote:
> Hi everyone,
>
> I need a recommendation.
>
> I have a multiple imputed data set (N imputations) and with a set of dummy variables (M years).  Let’s take year dummies as an example. Stata omits of the M year dummies due to collinearity.
>  As it turns out it is not always the same year dummy in the N regressions.  In conclusion, when I apply the Rubin Rule I get an estimate for all N year dummies.
>
> Which way is the correct one: Shall I just exclude one dummy prior to running the regressions or do I report (after application of the Rubin Rule) coefficients for all M dummies?
>

I do not understand several things here:

1) You say "Stata omits of the M year dummies due to collinearity".
What exactly is getting omitted?

2) "As it turns out it is not always the same year dummy in the N regressions".
So for any given subject, the dummy should be constant across all N
(btw usually it is referred to the number of imputated data sets with
the letter "M"). What exactly do you mean with "not always the same
year dummy"?

3) "Which way is the correct one: Shall I just exclude one dummy prior
to running the regressions or do I report (after application of the
Rubin Rule) coefficients for all M dummies?"
Are all dummies indicators for measurement (or whatever) years? So why
do you want to exclude any year indicators? I feel this might be
related to 2).


J.

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