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help for rii                                                  manual:  [R] none
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Repeated-Imputation Inference

        rii [if] [in] , impvar(varname) [robust] : estimate command

        
Description

    rii is a prefix command that runs multiple imputations of a model based
    on the value of the multiple imputation variable.  rii has been tested
    on:  probit, tobit, cnreg, and regress. rii uses the repeated-imputation
    inference (RII) technique to derive OLS regression coefficients,
    estimates of the standard error of the coefficients, test statistics for
    individual coefficients and a model test statistic.  RII is based on
    Bayesian theory, and is applicable to linear and nonlinear models, and to
    models estimated by both least squares and maximum likelihood.  The RII
    technique incorporates the variability in the data due to missing data
    into the estimate of the standard error of the mean.

    Note: The command submitted to rii cannot contain an if or in since rii
        subsets the data to each value of the imputation variable.  if and/or
        in can be use in rii like so:

    . rii if mvar <= 5 in 1/50000 , imp(mvar): regress y x1 x2 x3 x4 year89
        year90

    . rii if mvar <= 5 , imp(mvar): regress y x1 x2 x3 x4 year89 year90

    . rii in 1/50000 , imp(mvar): regress y x1 x2 x3 x4 year89 year90

Paper rii is based on 

    Montalto, Catherine Phillips & Sung, Jaimie. (1996). Multiple imputation
    in the 1992 Survey of Consumer Finances.  Financial Counseling and
    Planning, Vol. 7, pp. 133-46.

Options

    impvar(varname) is a required option that specifies a numeric variable
        that identifies the multiple imputations with which to run the
        submitted command.

Saved results

    rii saves the following in e():

    Scalars        
      e(N_imps)           number of imputations
      e(N)                number of observations

    Macros         
      e(depvar)           name of dependent variable
      e(prefix)           rii
      e(command)          command run by rii
      e(cmdline)          command as typed
      e(cmdname)          name of command run by rii
      e(cmd)              name of command run by rii
      e(properties)       b V

    Matrices       
      e(b)                coefficient vector
      e(V)                variance-covariance matrix of the estimators
      e(obs_per_imp)      number of observations per imputation

    Functions      
      e(sample)           marks estimation sample

Examples

    . rii , imp(mvar): probit x1 x2 x3, robust

    . rii if mvar < 6, imp(mvar): tobit amtspt x1 x2 x3 x4, ll(0) ul(25000)

    . rii , imp(mvar): cnreg y x1 x2 x3 x4 year89 year90, censored(cen)

    . rii , imp(mvar): reg y x1 x2 [pweight=pop]

    Instead of using dprobit use probit and then run mfx:

    . rii , impvar(mvar): probit y x1 x2 x3

    . mfx


Authors

    David T. Robinson
    Center for Entrepreneurship and Innovation
    Duke University's Fuqua School of Business
    davidr@duke.edu
    Dan Blanchette
    The Carolina Population Center
    University of North Carolina - Chapel Hill, USA
    dan_blanchette@unc.edu



Also see

    On-line: probit, tobit, cnreg, and regress