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Re: st: Missing Observations. Do I need multiple Imputations?


From   A Loumiotis <antonis.loumiotis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Missing Observations. Do I need multiple Imputations?
Date   Thu, 23 Aug 2012 11:10:43 +0300

Thanks Richard for pointing out this rather surprising and unknown to
me result/discussion about passive imputation.

Actually I did not propose passive imputation, but I suggested he
should first impute  the base variables and then seperately compute
the derived (aggregate-composite) variables based on these imputed
base variables.

If he has reasons to believe though that while the base variables are
imputed their full (correct) model should contain the derived
variables then as you proposed he should directly impute everything
and not use passive imputation.  But I'm not sure whether it is better
to directly impute the derived variables if the actual models of the
base variables do not contain the derived variables.

Antonis

On Wed, Aug 22, 2012 at 6:40 PM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> At 01:44 AM 8/22/2012, A Loumiotis wrote:
>>
>> Hi Gordon,
>>
>> Since your aggregate variable is missing when at least one component
>> is missing I believe you would first need to multiple impute the
>> missing observations of your dataset and then compute your aggregate
>> variable.  I don't see a problem with multiple imputing variables such
>> as age or number of wifes.  In addition, your results might change if
>> your data are missing (conditionally) at random even if your non
>> missing sample is large.
>>
>> Best,
>> Antonis
>
>
> I believe what you are proposing is passive imputation and I don't think
> that is right. Rather, I suspect he should impute the aggregate variable the
> same way he imputes everything else. Counter-intuitive, perhaps, but for a
> discussion see
>
> http://www.stata.com/statalist/archive/2009-02/msg00602.html
>
> http://www.stata.com/statalist/archive/2009-02/msg00613.html
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
>
>
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