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Re: st: multivariate imputation using chained equations in Stata 12?

From (Yulia Marchenko, StataCorp LP)
Subject   Re: st: multivariate imputation using chained equations in Stata 12?
Date   Thu, 07 Jul 2011 13:13:11 -0500

Masahiko Aida <> asks

> I am wondering the implementation of ICE in Stata 12.  Can it run imputation
> sequentially?
> Back in when I used to work as RA in U of Michigan, I used multiple
> imputation software IVEware.  (I am happy that I do not have to deal with
> SAS anymore btw).  One nice feature of IVEware was it implemented Sequential
> Regression Imputation Method.  Currently Stata 11 does not have this
> capacity.  

Yes, the new command -mi impute chained-, available in Stata 12, performs
multivariate imputation using chained equations, also known as sequential
regression imputation.  As Maarten already pointed out, in Stata 11 you can
use the user-written command -ice- (type -findit ice- to search for it).

The new -mi impute chained- command has all of the major functionality of
-ice- except the recently added stepwise selection of the variables in the
imputation model.  This functionality handles imputation of a large number of
variables and is also available in other software for performing sequential
regression imputation, for example, IVEware.  We have not seen this
functionality being described and studied in detail in the literature yet.
However, we are considering providing internal hooks for stepwise selection
within -mi impute chained-.

In addition to the univariate methods available with -ice-, -mi impute
chained- also supports imputation using truncated regression for variables
with a restricted range and supports factor variables.

-- Yulia
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