LCMC: Stata module to estimate latent class missing covariate model for continous main response, ordinal covariate with missing values, and informative selection

Alfonso Miranda and Sophia Rabe-Hesketh

Statistical Software Components from Boston College Department of Economics

Abstract: lcmc fits a latent class model for a missing ordinal covariate, mcv, and a continuous main response, y, by Simulated Maximum Likelihood. For a proportion of the sample the missing covariate mcv is missing at random due to survey design because the relevant question was not asked by the survey, while for the remainder of the sample the relevant question was indeed asked or intended to be asked and the missing covariate is missing due to either unit or item non-response. There is a selection rule s that determines whether mcv is observed. For observations with mcv missing at random due to survey design we define s = . because we do not know if mcv would be observed had the relevant question been asked by the survey. For observations where the relevant question was asked, mcv is observed when s = 1 and is missing when s = 0. Informative selection is allowed (i.e. the selection dummy, when not missing, can be a function of unobservables that are correlated with y and/or mcv).

Language: Stata
Requires: Stata version 10.1
Keywords: latent class; missing ordinal covariate; informative selection; sample selection; not missing at random; maximum likelihood (search for similar items in EconPapers)
Date: 2013-05-15
Note: This module should be installed from within Stata by typing "ssc install lcmc". 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/l/lcmc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lcmc_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lcmc_predict.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lcmc.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lcmc.mlib Mata library (application/x-stata)
http://fmwww.bc.edu/repec/bocode/l/lcmcsimul.dta sample data file (application/x-stata)

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