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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: strange and differing results for mi vs. ice mlogit |
Date | Mon, 18 Oct 2010 16:32:07 +0100 (BST) |
--- On Mon, 18/10/10, Mary E. Mackesy-Amiti wrote: > information, add an "unknown" category to the occupation variable. I guess that part of your message got "eaten by the monster that lives on the statalist server and eats the first line of every statalist post". I interpret your partial message as follows: Why not avoid multiple imputation and add an extra category "unknown occupation" instead. This is a very intuitive, but unfortuantly often also a very wrong suggestions. Consider the following example: We are interested in the effect of x on y while controling for occupation. We have two occupation categories high, and low. We follow your suggestion and add a category unknown for those with missing values on occupation. Next we create two dummies, one for high occupation and one for the unknowns (so the reference category is low). The following happens for complete observations: y = b0 + b1*x + b2*high + b3*unknown y = b0 + b1*x + b2*high + b3*0 y = b0 + b1*x + b2*high So b1 is the effect of x while controling for occupation. The following hapens for observations with missing values on occupation: y = b0 + b1*x + b2*high + b3*unknown y = b0 + b1*x + b2*0 + b3*1 y = b0* + b1*x (b0* = b0 + b3) So b1 is now the effect of x while _not_ controling for occupation. To make things worse, in our model we constrain the two b1s to be equal, so it becomes some sort of unknown mixture between the effect of x while controling and not controling for occupation. So now we made things worse, by adding this category. There is one exception, this approach does make sense when a missing value is itself a substantially meaningfull value. For example, say our observations are women and the missing values are the homemakers. Mary's solution would in effect be equivalent to adding the unpaid "occupation" homemaker to our occupation variable, which in many instances would make perfect sense. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/