13 Mar
2003
13 Mar
'03
5:14 p.m.
On Thu, 13 Mar 2003, Julia Lynch wrote:
Gary,
Just realized there is a complicating factor:
One of my independent variables is itself an imputed variable, the result of
a 2SAIV process (which imputes a brand new variable into your working
dataset using information shared by you working dataset and an outside
dataset). Under ordinary circumstances, I can just bootstrap the standard
error of the coefficient on the new variable. But if I'm also doing
multiple imputation of missing data, that suddenly makes the calculation of
the standard error on that coefficient more complicated...
I guess what I'm wondering is if the SEs generated by the MI process that
Amelia uses will be radically different from what I would have gotten by
bootstrapping?
interesting... well, I'd do multiple imputation on all the variables
other than the one that 2saiv will save you from. then run 2saiv as an
analysis procedure. alternatively, you could stack the 2 data sets and
use amelia to impute the entire variable and skip 2saiv. i don't think
you need bootstrapping here.
Hmmm. More fodder for the listserv, I guess.
indeed; great questions!
Gary
Julie
Julia Lynch
Assistant Professor
Department of Political Science
University of Pennsylvania
202 Stiteler Hall
Philadelphia, PA 19104
tel 215 898 4240
fax 215 573 2073
email jflynch(a)sas.upenn.edu