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st: Multiple imputation with panel data

From   Veronica Galassi <>
To   <>
Subject   st: Multiple imputation with panel data
Date   Thu, 05 Jul 2012 10:38:44 +0100

Dear Statalisters,

I am trying to impute my dataset, an unbalanced panel with observations
over two years (2003 and 2007), using multiple imputation techniques.
Unfortunately, I am having some problems with that and I couldn't solve
them looking at the previous statalisters' messages or asking around to my
friends and professors.

In particular, after reshaping my panel from long to wide form, I tried to
impute it using the ICE user-written programme which I have read performing
better with panel than -mi- command.
However, I got back errors like the r(2001)saying "only 1 distinct value
of year_d2003".
The command I used looks like:
ice x2003 y2003 z2003 x2007 y2007 z2007, m(200) seed(1234567890)
conditional(x2003:y2003>0 \ x2007:y2007>0) saving(imputed_dataset)

I have also tried to impute the dataset through the multiple imputation
control panel choosing the -mi impute mvn- command. 
In this case, what I got back was the error message r(2000)saying "No
observations to obtain initial values for EM using available-cases (AC)
I do not understand what I am doing wrong because I told Stata that I am
working with panel data and I set the panel id variable (after reshaping
the data into wide form, the time variable has dropped), I registered the
variables as regular and imputed ( I have no passive variables, to make
things easier), I set the seed and the number of imputations I want to
conduct and I choose the MI data to be in mlong style.

Any help, suggestion, hint is very much appreciated!!!!



MSc Development Economics
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