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Re: st: Multiple imputation in panel data when subjects die
From
Morten Hesse <[email protected]>
To
[email protected]
Subject
Re: st: Multiple imputation in panel data when subjects die
Date
Fri, 10 Sep 2010 12:58:39 +0200
variable for being dead in a given year (which will be one for each
year). After you have re-reshaped to long, replace imputed values with
missing.
Hope this helps.
Morten
Den 10-09-2010 12:45, [email protected] skrev:
Dear Statalist
I have a panel data set with some missing values which I would like to
impute using Stata's mi command. However, over time, subjects in my
panel die.
An example of the type of pattern I observe is:
Subject 1: M M M O O O D D D D D D
Subject 2: O O O O O M O O O O O D
Where M is 'missing', O is 'observed' and D is 'dead'.
In the exchange between Yulia Marchenko and Jibonayan Raychaudhuri
(http://www.stata.com/statalist/archive/2009-08/msg00388.html), Paul
Allison's (2001, page 74) approach to dealing with missing values in
longitudinal data is outlined, namely, if the data set is in "long"
form, reshape it to "wide" form so that there is one record for each
subject (with distinct variables for measurements on the imputation
variable at different points in time) and then perform the imputation,
before reshaping back to "long" form.
Because, over time, my subjects die, I have some missing values ("."s)
which need to be imputed, because they are "true missing values" (the
"M"s above), and also missing values which should not be imputed (the
"D"s).
My proposed solution is to replace all missing values owing to the
subject having died (the "D"s) with another Stata coding for a missing
value (e.g. ".a"), so that only the true missing values (the remaining
"."s) are imputed by mi.
Taking this approach, and using the reshaping approach suggested by
Allison and Yulia outlined above, Stata successfully imputes missing
values for the "."s and not the ".a"s, which I think is great.
My question is this: does my approach make sense, that is, does it
represent a "principled" approach to mi for panel data in the presence
of deaths, in the spirit of Allison (2001) and Yulia?
With thanks, in advance, for any help anyone can give me.
Martin Forster
REF: Allison, P. 2001, Missing Data. Sage University Papers Series on
Quantitative Applications in the Social Sciences.
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