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RE:st: pairwise

From   Maarten buis <[email protected]>
To   stata list <[email protected]>
Subject   RE:st: pairwise
Date   Wed, 18 Nov 2009 17:00:06 +0000 (GMT)

--- Rodrigo Briceno wrote:
> I would like to know if it is possible to run a regression
> using pairwise option instead of listwise used by default
> in Stata.

You can't. It is actually a non-trivial problem to get the
standard errors right in this case: How many observations 
are you using for this estimate? You can try implementing
the procedure proposed by:

B. M. S. Van Praag, T. K. Dijkstra and J. Van Velzen (1985)
"Least-squares theory based on general distributional 
assumptions with an application to the incomplete 
observations problem", Psychometrica, 50(1):25-36.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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