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From |
daniel klein <klein.daniel.81@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: mi passive - When is it executed? |

Date |
Tue, 12 Jun 2012 01:42:45 +0200 |

Isaac, I might be wrong here, but I think your syntax does not what you want it to do. First, I understand you want to do passive imputation (Royston, 2005). That is, you do not want to create age squared (and higher order terms) in your dataset, and impute these variables as "just another variable" (Von Hippel, 2009). Yet, I think your code is closer to the latter approach. It generates three passive variables, and does so once only. The variables are created before the imputation algorithm starts. The way I understand the documentation of -mi passive-, you want to use it after you have imputed your variables. Performing passive impuations with -mi impute chained-, I guess you want to change the line mi impute chained (reg) ageimp (reg, include(age2imp age3imp age4imp) lnearnimp [...] to something like mi impute chained (reg) ageimp (reg, include((ageimp^2)(ageimp^3)(ageimp^4))) lnearnimp [...] Also see [MI] Example 6, pp. 156. Others might have a deeper understanding. Best Daniel Royston, P. (2005). Multiple imputation of missing values: update. Stata Journal 5 (2), 188-201. Von Hippel, P. T. (2009). How to impute interactions, squares, and other transformed variables. Sociological Methodology 39, 265–291. -- I am wondering when, during the imputation step, Stata actually generates a passive variable. I am currently using Stata 12's "mi impute chained" to execute imputation of about 8 different variables, including age and earnings. I want to use a quartic in age when imputing earnings. [...] In both the burn-in and imputation steps, I want Stata to first impute the value of age where it is missing (which it does automaticall). Then I want it to generate the age quartic based on the imputed values. Finally, I want it to use the age quartic to impute log earnings (which it also does, but I'm not sure if the quartic is using the latest imputed values) It's not clear to me from reading the manual that Stata is smart enough to know when I want these things calculated, though. So does anyone know when a passive variable is generated during the imputation process? Is it doing it before it imputes earnings? Or at the very end? A much-abbreviated version of the code I have a question about goes as follows: mi set wide mi register: ageimp lnearnimp mi passive: gen age2imp = ageimp*ageimp mi passive: gen age3imp = age2imp*ageimp mi passive: gen age4imp = age3imp*ageimp mi impute chained (reg) ageimp (reg, include(age2imp age3imp age4imp) lnearnimp, [some options here] add(10) * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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