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st: RE: Multiple Imputation for panel data


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Multiple Imputation for panel data
Date   Wed, 23 Feb 2011 13:52:25 +0000

I think the question for you is how do you imagine you would do this? In a panel setting, it is not at all obvious how far to mix using the dependence structure in time and using cross-sectional relationships. Arguably, the right method to impute depends on the generating process, which is exactly what you are trying to identify. Still, I am observing this from a great distance, and people who work with panel data all the time may know of some conventional wisdom. 

Nick 
n.j.cox@durham.ac.uk 

Sun, Yan 

I have a small panel (20 years for 9 states), for each variable, for
some states, I have observations for some years, but missing some for
other years. Could I use Multiple Imputation (MI) for my regression? If
the answer is yes, could you recommend some literature? Many thanks. 

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