Feb 12, 2018

Interactions in multiple imputation

This replicates the analyses for Table 6.1 for Allison (2002).

// Table 6.1

// Method 1
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

eststo clear
eststo: mi estimate, post: regress gradrat lenroll i.private##c.csat stufac rmbrd 

// Method 2
use "https://statisticalhorizons.com/wp-content/uploads/college.dta", clear

mi set mlong
mi register imputed gradrat csat lenroll stufac rmbrd act

mi impute mvn gradrat csat lenroll stufac rmbrd act, ///
   add(5) burnin(500) burnbetween(200) emlog emoutput ///
   by(private)

eststo: mi estimate, post: regress gradrat lenroll i.private##c.csat stufac rmbrd 

// Method 3
use "https://statisticalhorizons.com/wp-content/uploads/college.dta", clear

generate privateXcsat = private * csat

mi set mlong
mi register imputed gradrat csat private lenroll stufac rmbrd act privateXcsat 

mi impute mvn gradrat csat private lenroll stufac rmbrd act privateXcsat, ///
   add(5) burnin(500) burnbetween(200) emlog emoutput

eststo: mi estimate, post: regress gradrat lenroll i.private csat privateXcsat stufac rmbrd 

esttab, not p wide nostar noobs varlabel(_cons "Intercept") ///
        order(_cons csat lenroll stufac 1.private rmbrd) ///
        rename(privateXcsat 1.private#c.csat) varwidth(25) nobaselevels ///
        title(Regression with interaction terms--three methods) ///
        mtitle("Method 1" "Method 2" "Method 3") nonumbers

Reference

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