st: RE: How does xtmixed/xtreg deal with missing data?

["Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>]

Sarah - 

Unfortunately it appears that all of Stata's regression commands or for
that matter any command that deals with a list of variables, will drop
observations that have at least one of the variables in the list
missing. So -xtmixed- is no exception. You can verify this by re-running
the analysis with incomplete observations deleted (by yourself) and
observe whether you get the same results. The alternative is to use one
of the multiple imputation methods (such as -ice-) to construact a
"complete" data set.

Al Feiveson


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sarah Gill
Sent: Monday, May 14, 2007 5:05 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: How does xtmixed/xtreg deal with missing data?

I using xtmixed for longitudinal modelling of panel data. I know xtmixed
accommodates unbalanced datasets (i.e., some respondents drop out over
time or miss one or more waves of data collection), but what about
missing data within a wave/occasion, e.g., missing information on some,
but not all items within an occasion ? What happens in this instance?
Does all data for this respondent on this occasion get dropped similar
to listwise deletion?

Many thanks to any advice offered,

--------------------------------------------------
Sarah Gill
Centre for Mental Health Research
The Australian National University
Canberra ACT 0200 Australia

mailto:sarah.gill@anu.edu.au
T: +61 2 6125 3379
F: +61 2 6125 0733
W: www.anu.edu.au/cmhr

CRICOS Provider #00120C
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