Multiple imputation of longitudinal data

This allows replicating the third example in Allison (2002, pp. 74-76).

// MI Example 3

use "https://statisticalhorizons.com/wp-content/uploads/hip.dta", clear
drop if wave == 4 // Not sure these are the correct data

xtset sid 

preserve
drop if missing(cesd, srh, adl, walk, pain)
bysort sid: drop if _N < 3
eststo clear
eststo: xtreg cesd srh walk adl pain ib3.wave, fe
restore

preserve

eststo: xtreg cesd srh walk adl pain ib3.wave, fe
restore

preserve
mi set mlong
mi register impute cesd srh walk adl pain wave

mi impute mvn cesd srh walk adl pain wave, ///
   add(10) burnin(500) burnbetween(30) 

eststo: mi estimate, post: xtreg cesd srh walk adl pain ib3.wave, fe
restore

preserve

reshape wide adl pain srh walk cesd, i(sid) j(wave)
mi set mlong
mi register impute cesd* srh* walk* adl* pain*

mi impute mvn cesd* srh* walk* adl* pain*, ///
   add(10) burnin(500) burnbetween(200)

mi reshape long adl pain srh walk cesd, i(sid) j(wave)
eststo: mi estimate, post: xtreg cesd srh walk adl pain ib3.wave, fe
restore

// Table 6.4

esttab, wide se nonumbers mtitle("LD by person" "LD by person-wave" "MI by person-wave" "MI by person")

Reference

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

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

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