IDEAS home Printed from https://ideas.repec.org/p/hal/cesptp/hal-01159191.html
   My bibliography  Save this paper

Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata

Author

Listed:
  • Anil Alpman

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

Abstract

This paper introduces two new commands, smpred and smmatch, that implement the statistical matching procedure proposed by Rubin (1986). The purpose of statistical matching in Rubin's procedure is to generate a single dataset from various datasets, where each dataset contains a specific variable of interest and all contain some variables in common. For two variables of interest that are not observed jointly for any unit, smpred generates the predicted values of each as a function of the other variable of interest and a set of control variables by assuming a partial correlation value (defined by the user) between the two variables of interest (while current programs assume that they are conditionally independent given the control variables). The smmatch command, on the other hand, matches observations of different datasets according to their predicted values (using a minimum distance criterion) conditional on a set of control variables, and it imputes the observed value of the match for the missing.

Suggested Citation

  • Anil Alpman, 2015. "Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159191, HAL.
  • Handle: RePEc:hal:cesptp:hal-01159191
    Note: View the original document on HAL open archive server: https://hal.science/hal-01159191
    as

    Download full text from publisher

    File URL: https://hal.science/hal-01159191/document
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Rubin, Donald B, 1986. "Statistical Matching Using File Concatenation with Adjusted Weights and Multiple Imputations," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 87-94, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Anil Alpman & François Gardes, 2016. "Welfare Analysis of the Allocation of Time During the Great Recession," Post-Print halshs-01159507, HAL.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Joost Ginkel & Pieter Kroonenberg, 2014. "Using Generalized Procrustes Analysis for Multiple Imputation in Principal Component Analysis," Journal of Classification, Springer;The Classification Society, vol. 31(2), pages 242-269, July.
    2. Norah Alyabs & Sy Han Chiou, 2022. "The Missing Indicator Approach for Accelerated Failure Time Model with Covariates Subject to Limits of Detection," Stats, MDPI, vol. 5(2), pages 1-13, May.
    3. Michael S. Rendall & Bonnie Ghosh-Dastidar & Margaret M. Weden & Zafar Nazarov, 2011. "Multiple Imputation for Combined-Survey Estimation With Incomplete Regressors In One But Not Both Surveys," Working Papers WR-887-1, RAND Corporation.
    4. Joost R. Ginkel, 2020. "Standardized Regression Coefficients and Newly Proposed Estimators for $${R}^{{2}}$$R2 in Multiply Imputed Data," Psychometrika, Springer;The Psychometric Society, vol. 85(1), pages 185-205, March.
    5. Arif Mamun & Ankita Patnaik & Michael Levere & Gina Livermore & Todd Honeycutt & Jacqueline Kauff & Karen Katz & AnnaMaria McCutcheon & Joseph Mastrianni & Brittney Gionfriddo, "undated". "Promoting Readiness of Minors in Supplemental Security Income (PROMISE): Technical Appendix to the Interim Services and Impact Report," Mathematica Policy Research Reports 24c37444a21d4046abb21395a, Mathematica Policy Research.
    6. Hao Dong & Daniel L. Millimet, 2020. "Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions," JRFM, MDPI, vol. 13(11), pages 1-24, November.
    7. Anil Alpman, 2015. "Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata," Post-Print hal-01159191, HAL.
    8. Lamarche, Pierre, 2017. "Estimating consumption in the HFCS: Experimental results on the first wave of the HFCS," Statistics Paper Series 22, European Central Bank.
    9. Keane, Michael & Stavrunova, Olena, 2016. "Adverse selection, moral hazard and the demand for Medigap insurance," Journal of Econometrics, Elsevier, vol. 190(1), pages 62-78.
    10. Gina Yannitell Reinhardt, 2009. "Matching Donors and Nonprofits," Journal of Theoretical Politics, , vol. 21(3), pages 283-309, July.
    11. Westermeier, Christian & Grabka, Markus M., 2016. "Longitudinal Wealth Data and Multiple Imputation: An Evaluation Study," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 10(3), pages 237-252.
    12. Marcello D’Orazio, 2015. "Integration and imputation of survey data in R: the StatMatch package," Romanian Statistical Review, Romanian Statistical Review, vol. 63(2), pages 57-68, June.
    13. Arif Mamun & David Wittenburg & Noelle Denny-Brown & Michael Levere & David Mann & Rebecca Coughlin & Sarah Croake & Heather Gordon & Denise Hoffman & Rachel Holzwart & Rosalind Keith & Brittany McGil, "undated". "Promoting Opportunity Demonstration: Interim Evaluation Report," Mathematica Policy Research Reports caa99d38a8b14f968ea3438e5, Mathematica Policy Research.
    14. Chiara Elena Dalla & Menon Martina & Perali Federico, 2019. "An Integrated Database to Measure Living Standards," Journal of Official Statistics, Sciendo, vol. 35(3), pages 531-576, September.
    15. François Gardes, 2019. "The Estimation of Price Elasticities and the Value of Time in a Domestic Production Framework: an Application using French Micro-Data," Post-Print hal-01478052, HAL.
    16. François Gardes, 2019. "The Estimation of Price Elasticities and the Value of Time in a Domestic Production Framework: an Application using French Micro-Data," PSE-Ecole d'économie de Paris (Postprint) hal-01478052, HAL.
    17. Brownstone, David & Golob, Thomas F., 1992. "The effectiveness of ridesharing incentives: Discrete-choice models of commuting in Southern California," Regional Science and Urban Economics, Elsevier, vol. 22(1), pages 5-24, March.
    18. Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021. "Global factor premiums," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1128-1154.
    19. Sean Mc Auliffe & Georg U. Thunecke & Georg Wamser, 2023. "The Tax-Elasticity of Tangible Fixed Assets: Evidence from Novel Corporate Tax Data," CESifo Working Paper Series 10628, CESifo.
    20. Leonie C. Steckermeier & Jan Delhey, 2019. "Better for Everyone? Egalitarian Culture and Social Wellbeing in Europe," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(3), pages 1075-1108, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:cesptp:hal-01159191. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.