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Re: st: Missingness

From   "Justina Fischer" <>
Subject   Re: st: Missingness
Date   Tue, 28 Aug 2012 10:37:44 +0200

the 'missing variable' indicator was rejected as collinear because you probably did not recode the underlying categorical variable. Then the indicator variable is indeed 100% collinear with the missings in your original categorical variable. 


-------- Original-Nachricht --------
> Datum: Tue, 28 Aug 2012 09:07:22 +0100
> Von: Nick Cox <>
> An:
> Betreff: Re: st: Missingness

> Your strategy isn't clear. Regardless of whether or how you use an
> extra missingness variable, how do you expect Stata to treat the
> missing values in the variables you already have?  Also, are the
> ordinal predictors being treated as ordinal? Is the response ordinal
> and does it include missing values too? One way forward is to treat
> "missing" as just another category with its own code, but that would
> seem to oblige you to treat such variables as nominal (in practice as
> equivalent indicator variables) -- unless somehow you know that
> "missing" always means "very big" or "very small" or "zero" and so can
> be placed or one end or within the order.
> Nick
> On Tue, Aug 28, 2012 at 8:42 AM, Brendan Churchill
> <> wrote:
> > I am using some ordinal variables, which have some numeric missing
> values, in a multilevel model. In some previous research, I have seen
> researchers include a 'Missing' independent variable in their model to account for
> some of the 'missingness' - or rather to control for the missing values, but
> I don't quite understand how to do it in Stata or even if that's a good way
> to do it. I've tried to make a binary variable in which the missing values
> are coded 1 and the rest of the values are coded 0 but the model rejects
> this because it's collinear.
> >
> > Is this how you do it? Or is there a variable for the entire data set
> that is created to account for all missing variables?
> >
> > I'd great appreciate any advice or assistance anyone out there could
> provide
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Justina AV Fischer, PhD
COFIT Fellow
World Trade Institute
University of Bern


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