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RE: st: imputing continuous values when respondents select categories, e.g., income category
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From |
jverkuilen <[email protected]> |
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To |
<[email protected]> |
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Subject |
RE: st: imputing continuous values when respondents select categories, e.g., income category |
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Date |
Sun, 26 Apr 2009 01:34:14 -0400 |
"Richard Williams" wrote:
At 11:20 PM 4/24/2009, Roy Wada wrote:
>To back up, I've never heard of anyone computing the predicted values from
intreg and then using them as an independent variable in subsequent
analyses. >
Sounds analogous to using the linear predictor from a probit in a subsequent analysis. This probably works out to be some kind of multi-stage estimation but of what?
< That may just reflect my ignorance, but it seems like at a
minimum your standard errors would be too optimistic.>
I would think so, and not be at all sanguine that bootstrap wil fix it.
>For that matter, there are concerns about using intreg for dependent
variables - if the assumptions of the method are not met (e.g.
normality) the estimates may be wrong. >
In very much the same way that Tobit type models depend on the specification of error distribution in a way OLS does not.
JV
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