Multiple imputation for categorical time series

Brendan Halpin ()
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Brendan Halpin: University of Limerick

Stata Journal, 2016, vol. 16, issue 3, 590-612

Abstract: The mict package provides a method for multiple imputation of categorical time-series data (such as life course or employment status histories) that preserves longitudinal consistency, using a monotonic series of imputations. It allows flexible imputation specifications with a model appropriate to the target variable (mlogit, ologit, etc.). Where transitions in individual units' data are substantially less frequent than one per period and where missingness tends to be consecutive (as is typical of life course data), mict produces imputations with better longitudinal consistency than mi impute or ice. Copyright 2016 by StataCorp LP.

Keywords: mict impute; mict prep; mict model gap; mict model initial; mict model terminal; multiple imputation; categorical time series (search for similar items in EconPapers)
Date: 2016
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