Analysis of incomplete data using multiple imputation in Stata

This replicates MI Example 1 of Allison (2002, pp. 41-50) using Stata 14.

version 14
use "https://statisticalhorizons.com/wp-content/uploads/college.dta", clear

mi set mlong
mi register imputed gradrat csat private lenroll stufac rmbrd act
mi impute mvn gradrat csat private lenroll stufac rmbrd act, ///
   add(5) burnin(500) burnbetween(200) emlog emoutput ///
   saveptrace(trace, replace)

preserve
mi ptrace describe trace 
mi ptrace use trace, clear

// Generate regression coefficient
generate b = v_y2y1 / v_y2y2 

// Figure 5.1
twoway line b iter if inrange(iter, 1, 100), ///
       xtitle(Iteration) ytitle(b(csat)) ///
       ylabel(, format(%6.3f)) name(figure51, replace)


// Figure 5.2
tsset iter
ac v_y2y1, lags(100) ciopts(color(white)) note("") name(figure52, replace)

restore


// Table 5.3
eststo clear
foreach i of numlist 1/5 {
 qui eststo: regress gradrat csat lenroll private stufac rmbrd if _mi_m == `i'
}
esttab, not se wide nostar noobs order(_cons) varlabel(_cons "Intercept") nomtitle


// Figure 5.3
mi estimate: regress gradrat csat lenroll private stufac rmbrd

Reference

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