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Re: st: Multiple imputation combined with collapse


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Multiple imputation combined with collapse
Date   Sat, 30 Jul 2011 14:51:11 -0500

At 12:07 PM 7/30/2011, Chris Parker wrote:
Hi Statalist,

I have a question about multiple imputation. I have missing data in one
of my variables, x in the example below, which I then create several
passive variables for. I then collapse the data and try to run a
regression but the collapsed passive variables based on x are identical
to the collapsed original x variable. Does anyone know what I am doing
wrong here? I tried searching in [MI] but found no reference to
-collapse- which I take as a sign that I cannot do what I am trying to
do. Is -mi- unable to handle collapse?

I don't know the answer to your question, but I do know that at least some people think passive imputation is a bad idea. Instead, you should compute the variables in your original data set, and then let their missing values be imputed (which is wildly counter-intuitive but seems to work better). See

http://www.stata.com/statalist/archive/2009-02/msg00602.html

http://www.stata.com/statalist/archive/2009-02/msg00613.html


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Richard Williams, Notre Dame Dept of Sociology
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EMAIL:  Richard.A.Williams.5@ND.Edu
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