Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: ICE and instrumental variables


From   James Bernard <[email protected]>
To   [email protected]
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
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index