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LISTMISS: Stata module to analyse missing values related to an estimation command

Author

Listed:
  • Paul Millar

    (University of Calgary)

Programming Language

Stata

Abstract

listmiss is a post-estimation command that reports the number of missing values for each independent variable. For each independent variable a flag is created to indicate when the variable is missing. The dependent variable is regressed on the missing flag for each independent variable. The statistical significance of the slope is reported as an indicator of whether the dependent variable is statistically different where an independent variable is missing. Another test compares the null model to the model with the missing flag and performs a BIC difference test, again as an indication of whether the dependent variable is statistically different when an independent variable is missing. If the model was specified with robust standard errors, then robust standard errors are used to perform the hypothesis test related to the slope for the missing value flag.

Suggested Citation

  • Paul Millar, 2005. "LISTMISS: Stata module to analyse missing values related to an estimation command," Statistical Software Components S449506, Boston College Department of Economics, revised 14 Apr 2011.
    • Handle: RePEc:boc:bocode:s449506
    Note: This module should be installed from within Stata by typing "ssc install listmiss". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/l/listmiss.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/listmiss.hlp
    File Function: help file
    Download Restriction: no
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