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st: mi impute chained, interactions, and the force option


From   <Jonathan.Bartlett@lshtm.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: mi impute chained, interactions, and the force option
Date   Mon, 07 May 2012 20:10:38 +0100

Dear Statalist

I am using chained equations multiple imputation and have a question regarding the 'force' option. Using the user-written command ice I would have used the command:

ice y x1 x2 yx1 yx2, m(10) saving(temp, replace) passive(yx1: y*x1 \ yx2:y*x2) eq(x1: y x2 yx2, x2: y x1 yx1)

to impute missing values in x1 and x2 using linear regression models:
reg x1 y x2 y*x2
and
reg x2 y x1 y*x1

To do this using Stata 12's mi impute chained command I have tried the following syntax:

mi impute chained (reg, include((x2*y))) x1 (reg, include((x1*y))) x2 = y, add(10)

This results in the following error being displayed:

x2: missing imputed values produced
    This may occur when imputation variables are used as independent variables or when independent variables contain missing values.  You can specify option force if you wish
    to proceed anyway.

If I use the force option the command runs, and the estimates I obtain appear to be similar to those I get using ice, suggesting it is fitting my desired imputation models correctly. However, I am concerned that I have had to use the force option, and am wondering whether I should be using a different syntax in order to specify my desired imputation models without needing to use the force option? If anyone can shed any light on this I would be most grateful.

Many thanks
Jonathan


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