![]() Be very careful, and don't expect it to be quick and easy. Please note that the example do files are not intended to demonstrate the entire process of multiple imputation-they don't always check the fit or convergence of the imputation models, for example, which are very important things to do in real world use of multiple imputation.Įach example concludes with a "Lessons Learned" section, but we'd like to highlight one overall lesson: Multiple imputation can be a useful tool, but there are many ways to get it wrong and invalidate your results. Our suggestion is that you open the do file in Stata's do file editor or your favorite text editor and read it in parallel with the discussion in the article. The do file also generates the data set used, with a set seed for reproducibility. The data are generated randomly from standard distributions in such a way that the "right" answers are known and you can see how closely different techniques approach those answers.Ī Stata do file is provided for each example, along with commentary and selected output (in this web page). Some of the simulation parameters (and occasionally the seed for the random number generator) were chosen in order to highlight the issue at hand, but none of them are atypical of real-world situations. However, they should give you some intuition about how they work and their strengths and weaknesses. ![]() These examples are not intended to test the validity of the techniques used or rigorously compare their effectiveness. However, it is possible to read this article independently, or to just read about the particular example that interests you (see the list of examples below). Articles in the Multiple Imputation in Stata series refer to these examples, and more discussion of the principles involved can be found in those articles. This article contains examples that illustrate some of the issues involved in using multiple imputation. For a list of topics covered by this series, see the Introduction. This article is part of the Multiple Imputation in Stata series.
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