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HOW_MANY_IMPUTATIONS: Stata module to determine required number of imputations

Paul von Hippel

Statistical Software Components from Boston College Department of Economics

Abstract: After mi estimate, run how_many_imputations to get the number of imputations needed to ensure that standard errors estimates would not change too much if the data were imputed again. After how_many_imputations, run mi estimate again with the recommended number of imputations. Or don't if the recommended number of imputations is less than you used the first time. This two-stage approach to choosing the number of imputations was developed by von Hippel (2018).

Language: Stata
Requires: Stata version 13
Keywords: multiple imputation; mi estimate (search for similar items in EconPapers)
Date: 2018-01-10
Note: This module should be installed from within Stata by typing "ssc install how_many_imputations". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.
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