This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Multiple imputation using ICE: A simulation study on a binary response

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Jochen Hardt () (Mathematical Statistics, Chalmers University, Göteborg, Sweden)
Kai Görgen
Abstract

Background: Various methods for multiple imputations of missing values are available in statistical software. They have been shown to work well when small proportions of missings were to be imputed. However, some researchers have started to impute large proportions of missings. Method: We performed a simulation using ICE on datasets of 50/100/200/400 cases and 4/11/25 variables. A varying proportion of data (3–63%) were randomly set missing and subsequently substituted by multiple imputation. Results: (1) It is shown when and how the algorithm breaks down by decreasing n of cases and increasing number of variables in the model. (2) Some unexpected results are demonstrated, e.g. flawed coefficients. (3) Compared to the second program that performs multiple imputations by chained equations, i.e., mice in R, the Stata program, ice, results in a slightly higher precision of the estimates by similar features of the program. Conclusion: The imputation of missings by chained equations is a useful tool for imputing small to moderate proportions of missings. The replacement of larger amounts, however, can be critical.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://fmwww.bc.edu/repec/dsug2008/Hardt.zip
File Format: application/zip
File Function:
Download Restriction: no

Publisher Info
Paper provided by Stata Users Group in its series German Stata Users' Group Meetings 2008 with number 06.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 03 Jul 2008
Date of revision:
Handle: RePEc:boc:dsug08:06

Contact details of provider:
Postal: Administration Building, 140 Commonwealth Avenue, Chestnut Hill MA 02467
Phone: 617-552-3670
Fax: 617-552-2308
Email:
Web page: http://www.stata.com/meeting/germany08/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords:

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? There are over 21000 authors registered on RePEc Author Service.

This page was last updated on 2009-10-29.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.