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

Anil Alpman ()

Documents de travail du Centre d'Economie de la Sorbonne from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne

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

Keywords: Data combination; missing data; multiple imputation; statistical matching; smmatch; smpred (search for similar items in EconPapers)
JEL-codes: C10 C39 C53 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2015-01
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (21)

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ftp://mse.univ-paris1.fr/pub/mse/CES2015/15008.pdf (application/pdf)

Related works:
Journal Article: Implementing Rubin's alternative multiple-imputation method for statistical matching in Stata (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:mse:cesdoc:15008

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