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st: mi impute chained and 'imputing everything'


From   <Jonathan.Bartlett@lshtm.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: mi impute chained and 'imputing everything'
Date   Tue, 03 Jan 2012 15:32:28 +0000

Dear Statalist
 
When performing multiple imputation with the user-written ice command, if an observation had missing values for all of the variables passed to ice, ice's default behaviour was to ignore the observation. That is, the observation's missing values were not imputed. This could be overrided by specifying the allmissing option. However, as intuition would suggest, if an observation is missing for all variables involved, they cannot contribute any information to the analysis, and so arguably there is no point in 'imputing everything'.
 
Stata 12 includes the command mi impute chained, which does virtually everything ice does. However, mi impute chained differs in that it seems to 'impute everything' for observations who are missing for all variables passed to the command. Furthermore, there doesn't appear to be an option that requests that such observations not be imputed, although presumably this could be achieved through use of 'if'.
 
I was wondering if there is a particular reason why Stata have chosen to make mi impute chained's default behaviour different to ice's in this respect?
 
Best wishes
Jonathan


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