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LCMC: Stata module to estimate latent class missing covariate model for continous main response, ordinal covariate with missing values, and informative selection

Author

Listed:
  • Alfonso Miranda

    (CIDE)

  • Sophia Rabe-Hesketh

    (University of California - Berkeley
    Institute of Education, University of London)

Programming Language

Stata

Abstract

lcmc fits a latent class model for a missing ordinal covariate, mcv, and a continuous main response, y, by Simulated Maximum Likelihood. For a proportion of the sample the missing covariate mcv is missing at random due to survey design because the relevant question was not asked by the survey, while for the remainder of the sample the relevant question was indeed asked or intended to be asked and the missing covariate is missing due to either unit or item non-response. There is a selection rule s that determines whether mcv is observed. For observations with mcv missing at random due to survey design we define s = . because we do not know if mcv would be observed had the relevant question been asked by the survey. For observations where the relevant question was asked, mcv is observed when s = 1 and is missing when s = 0. Informative selection is allowed (i.e. the selection dummy, when not missing, can be a function of unobservables that are correlated with y and/or mcv).

Suggested Citation

  • Alfonso Miranda & Sophia Rabe-Hesketh, 2013. "LCMC: Stata module to estimate latent class missing covariate model for continous main response, ordinal covariate with missing values, and informative selection," Statistical Software Components S457646, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457646
    Note: This module should be installed from within Stata by typing "ssc install lcmc". 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.
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    File URL: http://fmwww.bc.edu/repec/bocode/l/lcmc.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/l/lcmc_ll.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/l/lcmc_predict.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/l/lcmc.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/l/lcmc.mlib
    File Function: Mata library
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    File URL: http://fmwww.bc.edu/repec/bocode/l/lcmcsimul.dta
    File Function: sample data file
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