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[gov2001-l] pcse in R with missing data

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aeggers＠gmail.com

18 Dec 2004 18 Dec '04

9:10 a.m.

I am trying to implement panel corrected standard errors (pcse) in R where there is missing data. Does anyone know of an existing program that does this so I don't have to write it myself? Franzese has done this in Gauss http://www-personal.umich.edu/~franzese/pcse.documentation.pdf. I am basically trying to replicate Stata's xtpcse. Thanks, Andy

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king＠harvard.edu

18 Dec 18 Dec

9:27 a.m.

for any stat'l procedure for which you need fully observed data, you can multiply impute and treat each imputed data set as if it were fully observed. Gary On Sat, 18 Dec 2004, Andrew Eggers wrote:

I am trying to implement panel corrected standard errors (pcse) in R where there is missing data. Does anyone know of an existing program that does this so I don't have to write it myself? Franzese has done this in Gauss http://www-personal.umich.edu/~franzese/pcse.documentation.pdf. I am basically trying to replicate Stata's xtpcse. Thanks, Andy _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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aeggers＠gmail.com

9:44 a.m.

Certainly, but the work I'm replicating didn't do this so I'm still looking for the non-imputing approach. Andy On Sat, 18 Dec 2004 14:36:05 -0500 (EST), Gary King <king(a)harvard.edu> wrote:

for any stat'l procedure for which you need fully observed data, you can multiply impute and treat each imputed data set as if it were fully observed. Gary On Sat, 18 Dec 2004, Andrew Eggers wrote:

I am trying to implement panel corrected standard errors (pcse) in R where there is missing data. Does anyone know of an existing program that does this so I don't have to write it myself? Franzese has done this in Gauss http://www-personal.umich.edu/~franzese/pcse.documentation.pdf. I am basically trying to replicate Stata's xtpcse. Thanks, Andy _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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olau＠fas.harvard.edu

10:13 a.m.

If Rob wrote a procedure in Gauss to do it, you should be able to translate that into R. Or you can run the procedure in Gauss to replicate. ----- Original Message ----- From: "Andrew Eggers" <aeggers(a)gmail.com> To: "Gary King" <king(a)harvard.edu> Cc: <gov2001-l(a)lists.fas.harvard.edu> Sent: Saturday, December 18, 2004 2:44 PM Subject: Re: [gov2001-l] pcse in R with missing data

Certainly, but the work I'm replicating didn't do this so I'm still looking for the non-imputing approach. Andy On Sat, 18 Dec 2004 14:36:05 -0500 (EST), Gary King <king(a)harvard.edu> wrote:

for any stat'l procedure for which you need fully observed data, you can multiply impute and treat each imputed data set as if it were fully observed. Gary On Sat, 18 Dec 2004, Andrew Eggers wrote:

I am trying to implement panel corrected standard errors (pcse) in R where there is missing data. Does anyone know of an existing program that does this so I don't have to write it myself? Franzese has done this in Gauss http://www-personal.umich.edu/~franzese/pcse.documentation.pdf. I am basically trying to replicate Stata's xtpcse. Thanks, Andy _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

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aeggers＠gmail.com
king＠harvard.edu
olau＠fas.harvard.edu