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HOTDECK: Stata module to impute missing values using the hotdeck method

Listed author(s):
  • Adrian Mander


  • David Clayton


    (MRC Biostatistics Unit)

hotdeck replaces missing values for the variable indicated by its argument. It should be used within a multiple imputation sequence since missing values are imputed stochastically rather than deterministically. The nmiss missing values in each stratum of the data described by the `by' option are replaced by values sampled from the nobs observed values in the same stratum. The approximate Bayesian bootstrap method of Rubin and Scheker is used; first a bootstrap sample of nobs observations is sampled with replacement from the observed values, and the nmiss missing values are sampled at random (again with replacement) from this bootstrap sample. If a file is specified in a using clause, the modified file is written to disk and the existing data in memory are unchanged. Otherwise the data in memory are modified. This is version 1.65 of the software, requiring Stata v9. hotdeck6 may be used in earlier versions of Stata.

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Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S366901.

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Programming language: Stata
Requires: Stata version 9.0 (6.0 for hotdeck6)
Date of creation: 18 Jan 1999
Date of revision: 02 Sep 2007
Handle: RePEc:boc:bocode:s366901
Note: This module may be installed from within Stata by typing "ssc install hotdeck". Windows users should not attempt to download these files with a web browser.
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