Jan 11, 2018

Analysis of incomplete data with full information ML using Stata

The code below allows replicating the example of Allison (2002, pp. 25-27).
  
// Table 4.6
use "https://statisticalhorizons.com/wp-content/uploads/college.dta", clear

eststo clear eststo: sem (gradrat act <- csat lenroll private stufac rmbrd), cov(e.gradrat*e.act) method(mlmv) #delimit ; esttab using test.tex, cells("b(fmt(3) label(Coefficient)) se(fmt(3) label(Standard Error)) t(fmt(2) label(t Statistic)) p(fmt(4) label(p Value))") order(_cons) coeflabel(_cons "Intercept") nomtitle nonumber title(Regression that predicts GRADRAT Using Direct ML) keep(gradrat:) eqlabels("", none) // Removes equation label booktabs replace; #delimit cr

Reference

Allison, Paul D. 2002. Missing Data. Sage. doi: 10.4135/9781412985079