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LISTMISS: Stata module to analyse missing values related to an estimation command

Paul Millar

Statistical Software Components from Boston College Department of Economics

Abstract: listmiss is a post-estimation command that reports the number of missing values for each independent variable. For each independent variable a flag is created to indicate when the variable is missing. The dependent variable is regressed on the missing flag for each independent variable. The statistical significance of the slope is reported as an indicator of whether the dependent variable is statistically different where an independent variable is missing. Another test compares the null model to the model with the missing flag and performs a BIC difference test, again as an indication of whether the dependent variable is statistically different when an independent variable is missing. If the model was specified with robust standard errors, then robust standard errors are used to perform the hypothesis test related to the slope for the missing value flag.

Language: Stata
Requires: Stata version 8
Keywords: missing data; estimation; BIC; regression diagnostics (search for similar items in EconPapers)
Date: 2005-03-25, Revised 2011-04-14
Note: This module should be installed from within Stata by typing "ssc install listmiss". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/listmiss.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/listmiss.hlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s449506

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