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

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Paul Millar () (University of Calgary)

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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.

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File URL: http://fmwww.bc.edu/repec/bocode/l/listmiss.ado
File Format: text/plain
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/l/listmiss.hlp
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File Function: help file
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S449506.

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Programming language: Stata
Requires: Stata version 8
Date of creation: 25 Mar 2005
Date of revision: 15 May 2007
Handle: RePEc:boc:bocode:s449506

Note: This module may be installed from within Stata by typing "ssc install listmiss". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: missing data; estimation; BIC; regression diagnostics;

Statistics
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This page was last updated on 2010-1-4.


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