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st: Importing multiply imputed panel data

From   "Kemeny, Thomas Ernest" <>
To   "" <>
Subject   st: Importing multiply imputed panel data
Date   Wed, 21 Nov 2012 15:54:30 +0000

Dear Statalist,
I have a panel dataset that includes multiply-imputed information on one variable.  I am trying to figure out how to import it so I can use Stata''s MI suite of commands in estimation.

The original multiple imputation (not performed by me) created 10 imputes for the missing variable. So there are ten possible values for each variable at a given time-point.

I thought it made sense to set the up in -ice- format, with _mj indexing imputation number (zero means original data); _mj indexing individuals, v is the substantive variable and yr indexes years. So one snippet of the data might look as follows:

_mj	_mi	 v	yr
0	1	3	0
0	2	.	0
1	1	3	0
1	2	8.5	0
2	1	3	0
2	2	9.5	0
0	1	5	1
0	2	.	1
1	1	5	1
1	2	9	1
2	1	5	1
2	2	11	1

You can see that in years 0 and 1 in the original data, _mi ID#2 is missing the value of v. In imputes 1 and 2, this value is imputed.

If I try to import this into stata's MI suite saying -mi import ice, automatic, I get the following error:
.variables (_mj _mi) do not uniquely identify the observations
    at least one (_mj _mi) value is duplicated

This makes sense - the panel nature of the data is causing problems. Any idea how to import multiply imputed data like this into Stata's MI format? It need not be through -ice-, I'm open to any solution here. 

Thanks in advance for your help!

Thomas Kemeny
Research Assistant Professor
Department of Public Policy
University of North Carolina at Chapel Hill

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