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MI_IMPUTE_FROM: Stata module to impute using an external imputation model

Author

Listed:
  • Robert Thiesmeier

    (Karolinska Institutet)

  • Matteo Bottai

    (Karolinska Institutet)

  • Nicola Orsini

    (Karolinska Institutet)

Programming Language

Stata

Abstract

mi impute from fills in missing values using an estimated imputation model estimated in one or multiple studies. A quantitative missing variable can be imputed passing the estimates of 99 (q=0.01(.01).99) linear predictors of quantile regression models. A categorical missing variable with k levels can be imputed passing k linear predictors of multinomial logistic regression models. A binary (0/1) missing variable can be imputed passing the linear predictors of logistic regression models. The command assumes that variables used in the imputation model are available in the current data. The mi_impute_from_get is reading the files containing the estimated models, estimate a weighted inverse variance least square model to combine regression coefficients of the imputation model across studies, and formatting matrices to be passed to mi impute from.

Suggested Citation

  • Robert Thiesmeier & Matteo Bottai & Nicola Orsini, 2024. "MI_IMPUTE_FROM: Stata module to impute using an external imputation model," Statistical Software Components S459378, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s459378
    Note: This module should be installed from within Stata by typing "ssc install mi_impute_from". 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/m/mi_impute_cmd_from_init.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/mi_impute_cmd_from_parse.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mi_impute_cmd_from_return.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/mi_impute_from_get.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/mi_impute_cmd_from.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/mi_impute_from.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/mi_impute_from_get.sthlp
    File Function: help file
    Download Restriction: no
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