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Re: st: How to combine multiple imputation with reg3 for simultaneous equations


From   Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: How to combine multiple imputation with reg3 for simultaneous equations
Date   Mon, 4 Jun 2012 11:49:41 -0400

There must be a good reason why -reg3- is not allowed to be used in
conjunction with multiple imputation. Probably it is because the
standard errors produced by the command will not be correct, since you
have to adjust for the generated regressors as well as the imputation.
Maybe a robust s.e. estimator can deal with both issues.

Having said that, have you tried the -cmdok- option?

webuse mheart1s20, clear
mi describe
reg3 (bmi attack age) (attack smokes age), 2sls
mi estimate, cmdok: reg3 (bmi attack age) (attack smokes age), 2sls
_______________________
Jorge Eduardo Pérez Pérez


On Fri, Jun 1, 2012 at 1:30 PM, Agnete Aslaug Kjær
<agnete.kjaer@gmail.com> wrote:
> Hi
>
> First time I write StataList. Hope You can help?
>
> I do a simultaneous equations model i Stata by using "reg3, 2sls"
>
> However, I have problems with missing data, so fitst I do multiple
> imputations by using "mi"
>
> How can I make use of the imputed data in reg3? Since "mi estimate"
> does not support "reg3" I am in trouble..?
>
> Best regards,
>
> Agnete Kjaer
>
> CPH University
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>


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