New subject: Imputation command in Stata

20 Dec 2002

On Fri, 20 Dec 2002, Kevin Timothy Arceneaux wrote:

...
  Prof. King,

 My understanding is that interactions, which will be used in the analysis,
 should be included in the imputation data set.  Say I have missing values
 in X1 and X2, which produce missing values in X1*X2.  Amelia will impute
 values for X1, X2, and X1*X2, but it will not necessarily be the case that
 the imputed values for X1*X2 will equal the multiplication of X1 and X2.
 Is there a way to set this sort of constraint in Amelia?  (I am using the
 Windows version).

 If not, would it be appropriate to set the missing values in X1*X2 to some
 arbitrary number (e.g., -9) and then recomputed the interaction with the
 imputed values for each of the resulting imputed data sets?  Or should I
 allow Amelia to impute missing values in X1*X2, and then correct these
 values in the resulting imputed data sets? 
Good question.  I would alow Amelia to impute x1*x2 and then recompute 
them from the contituent (imputed) variables.  that allows the interaction 
to have an effect and it produces consistent estimates.

One issue in Amelia (and all methods of imputation) is that if x1 is 
missing for a variable but x2 is observed, x1*x2 will be coded as missing 
even though it is partially observed.  nothing you can do about this tho.
Gary

     : Gary King, King(a)Harvard.Edu    http://GKing.Harvard.Edu :
     : Center for Basic Research      Direct    (617) 495-2027 :
     :   in the Social Sciences       Assistant (617) 495-9271 :
     : 34 Kirkland Street, Rm. 2      HU-MIT DC (617) 495-4734 :
     : Harvard U, Cambridge, MA 02138    eFax   (928) 832-7022 :

...

 Thanks for your help,
 Kevin.

 Kevin Arceneaux
 Ph.D. Candidate
 Department of Political Science
 Rice University
 6100 Main St., MS 24
 Houston, TX 77005
 (713) 348-2107

Re: Interaction terms in Amelia