Dear All,
I am trying to estimate a discrete time hazard with some heavy missing values (around 20% of values are missing for some covariates) in some of the covariates. Multiple imputation seems to be the best way to go in this situation. I am glad to find the set of ado files contributed by Carlin at al (2003) to facilitate analyzing multiply imputed data sets in Stata. Now the question left is: what is the optimal way to obtain these multiply imputed data sets?
My understanding is that the built-in command "impute" and user-contributed "hotdeck" do not do multiple imputation. I am not quite sure about "whotdeck". Other options involves learning to use other statistical packages (NORM, CAT, MIX in Splus and R; MI in SAS). I am new to this filed and was wondering whether other more experienced researchers are willing to share their knowledge on how to dealing with similar problems.
Thanks you very much!
Best,
Shige Song
Department of Sociology, UCLA
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