RII: Stata module to perform Repeated-Imputation Inference

David T. Robinson () and Dan Blanchette ()
Additional contact information
Dan Blanchette: Center of Entrepreneurship and Innovation, Duke University's Fuqua School of Business

Statistical Software Components from Boston College Department of Economics

Abstract: rii is a prefix command that runs multiple imputations of a model based on the value of the multiple imputation variable. rii has been tested on probit, tobit, cnreg, and regress. rii uses the repeated-imputation inference (RII) technique to derive OLS regression coefficients, estimates of the standard error of the coefficients, test statistics for individual coefficients and a model test statistic. RII is based on Bayesian theory, and is applicable to linear and nonlinear models, and to models estimated by both least squares and maximum likelihood. The RII technique incorporates the variability in the data due to missing data into the estimate of the standard error of the mean.

Language: Stata
Requires: Stata version 9.2
Keywords: multiple imputation; repeated-imputation; probit; tobit; cnreg; regress (search for similar items in EconPapers)
Date: Written
Note: This module may be installed from within Stata by typing "ssc install rii". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rii.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rii.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s457050

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