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Re: st: Multiple imputation with panel data

From (Wes Eddings, StataCorp LP)
Subject   Re: st: Multiple imputation with panel data
Date   Thu, 05 Jul 2012 17:19:50 -0500

Veronica Galassi ( asked about performing multiple
imputation on panel data:

> I am trying to impute my dataset, an unbalanced panel with observations over
> two years (2003 and 2007), using multiple imputation techniques.
> (snip)
> 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".
> (snip)
> 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) method." 
> 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... 
> (snip)

Neither -ice- nor -mi impute- has an imputation method specifically designed for
panel data.  (The -mi xtset- command does declare panel data but does not change
which imputation methods are available.)  We do, however, have a FAQ that has a
few suggestions for applying -mi impute- to panel data.  The link is

Veronica also mentioned that -mi impute mvn- returned the error r(2000), "No
observations to obtain initial values for EM."  Veronica may consider providing
her own initial values to the EM algorithm, using the option -initmcmc(em,


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