Re: st: Multiple imputation combined with collapse

[Chris Parker <cparker.phd2007@london.edu>]

Thanks for the advise Richard. That is definitely counter-intuitive to
me as we are losing information to be used in the imputation model but
I'll read a bit more to try to understand why this creates biased
estimates.

Chris

On Sat, Jul 30, 2011 at 3:51 PM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
>
> At 12:07 PM 7/30/2011, Chris Parker wrote:
>>
>> Hi Statalist,
>>
>> I have a question about multiple imputation. I have missing data in one
>> of my variables, x in the example below, which I then create several
>> passive variables for. I then collapse the data and try to run a
>> regression but the collapsed passive variables based on x are identical
>> to the collapsed original x variable. Does anyone know what I am doing
>> wrong here? I tried searching in [MI] but found no reference to
>> -collapse- which I take as a sign that I cannot do what I am trying to
>> do. Is -mi- unable to handle collapse?
>
> I don't know the answer to your question, but I do know that at least some people think passive imputation is a bad idea. Instead, you should compute the variables in your original data set, and then let their missing values be imputed (which is wildly counter-intuitive but seems to work better). See
>
> http://www.stata.com/statalist/archive/2009-02/msg00602.html
>
> http://www.stata.com/statalist/archive/2009-02/msg00613.html
>
>
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