RII: Stata module to perform Repeated-Imputation Inference

David Robinson and Dan Blanchette ()
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Dan Blanchette: The Carolina Population Center, UNC-CH

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: 2009-06-02, Revised 2011-02-26
Note: This module should be installed from within Stata by typing "ssc install rii". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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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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