--- [email protected] wrote:
> How can I run an OLS regression using pairwise deletion of missing
> data in STATA? i.e: Instead of throwing away observations when
> there is missing data in any of their variables (listwise deletion),
> throw away a missing variable for a particular observation, but not
> the observation itself (pairwise deletion).
>
> This is just a technical question about STATA code, I am aware of the
> problems with pairwise deletion from a statistical perpsective.
You can get a pairwise correlation matrix using the -pwcorr- command
and from that (and the standard deviations) derive the the regression
coefficients.
As you already say you know, there is a good reason why it hasn't been
implemented (and why I don't feel like implementing it): it isn't a
good way of dealing with missing data, it is actually worse than
listwise deletion however unintuitive that may seem (Allison 2002).
Allison, Paul D. (2002) "Missing Data", Thousand Oaks: Sage.
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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