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HOW_MANY_IMPUTATIONS: Stata module to determine required number of imputations

Author

Listed:
  • Paul T. von Hippel

    (University of Texas at Austin)

Programming Language

Stata

Abstract

After mi estimate, run how_many_imputations to get the number of imputations needed to ensure that standard errors estimates would not change too much if the data were imputed again. After how_many_imputations, run mi estimate again with the recommended number of imputations. Or don't if the recommended number of imputations is less than you used the first time. This two-stage approach to choosing the number of imputations was developed by von Hippel (2018).

Suggested Citation

  • Paul T. von Hippel, 2018. "HOW_MANY_IMPUTATIONS: Stata module to determine required number of imputations," Statistical Software Components S458452, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458452
    Note: This module should be installed from within Stata by typing "ssc install how_many_imputations". 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/h/how_many_imputations.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/how_many_imputations.sthlp
    File Function: help file
    Download Restriction: no
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