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st: ICE and instrumental variables


From   James Bernard <jamesstatalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ICE and instrumental variables
Date   Fri, 18 Oct 2013 21:46:26 +0800

Hi all,

I am newbie to imputation. I have been trying -ice- for imputation.
What I realized is that -ice- is just the imputation part. The imputed
part them can be used for estimation with -mi- (count models, etc).

I browsed through the list server and found out that people were
confused if they can use -mi-estimation for instrumental variables
(2SLS).

It would be good if we can use ivreg with -mi-.

If not, would this approach make any sense:

1- impute the data using ice (e.g., M=5)
2-take the average of the imputed cells and replace the missing with
that average.
3- use the dataset with usual "ivreg"/2SLS commands

Thanks in advance,

James
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