Feb 13, 2018

Using additional variables in multiple imputation

This allows replicating Table 6.2 in Allison (2002).
// Table 6.2
use "https://statisticalhorizons.com/wp-content/uploads/college.dta", clear

mi set mlong
mi register imputed csat act gradrat

eststo clear
eststo: regress csat


// Impute using ACT
mi impute mvn csat act, ///
   add(5) burnin(500) burnbetween(200) emlog emoutput

eststo: mi estimate, post: regress csat

// PCT25 is missing altogether in the data

// Impute using ACT and GRADRAT
mi impute mvn csat act gradrat, ///
   add(5) burnin(500) burnbetween(200) emlog emoutput

eststo: mi estimate, post: regress csat

esttab, not se mtitle("No imputation" "ACT" "ACT and GRADRAT") nonumbers ///
        coeflabel(_cons "Mean") modelwidth(15) title("Mean (and standard errors) of CSAT with different variables used in imputation")

Reference

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