{smcl}
{* *! version 1.0  27Apr2008}{...}
{hline}
help for {hi:rii} {right:manual:  {hi:[R] none}}
{right:dialog:  {hi: none}    }
{hline}


{title:Repeated-Imputation Inference}

{p 8 17 2}{cmd:rii}
{ifin}
{cmd:,} {cmdab:imp:var(}{it:varname}{cmd:)}
[{cmd:robust}]
{cmd::}{it: estimate command}{p_end}

        
{title:Description}

{p 4 4 2} {cmd:rii} is a prefix command that runs multiple imputations of a model based on the 
value of the multiple imputation variable.  {cmd:rii} has been tested on: 
{help probit:probit}, {help tobit:tobit}, {help cnreg:cnreg}, and 
{help regress:regress}. {cmd: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.{p_end}

{p 4 8 2}Note: The command submitted to {cmd:rii} cannot contain an {cmd:if} or {cmd:in} since 
{cmd:rii} subsets the data to each value of the imputation variable.  {cmd:if} and/or {cmd:in}
can be use in {cmd:rii} like so:{p_end}

{p 4 8 2} {cmd:. rii if mvar <= 5 in 1/50000 , imp(mvar): regress y x1 x2 x3 x4 year89 year90}{p_end}

{p 4 8 2} {cmd:. rii if mvar <= 5 , imp(mvar): regress y x1 x2 x3 x4 year89 year90}{p_end}

{p 4 8 2} {cmd:. rii in 1/50000 , imp(mvar): regress y x1 x2 x3 x4 year89 year90}{p_end}

{title:Paper rii is based on} 

{p 4 4 2}Montalto, Catherine Phillips & Sung, Jaimie. (1996). Multiple imputation in the 1992 
Survey of Consumer Finances.  Financial Counseling and Planning, Vol. 7, pp. 133-46.{p_end}

{title:Options}

{p 4 8 2}{cmdab:imp:var(}{it:varname}{cmd:)} is a required option that specifies a numeric variable 
that identifies the multiple imputations with which to run the submitted command.{p_end}

{title:Saved results}

{p 4 4 2}{cmd:rii} saves the following in {cmd:e()}:{p_end}

{synoptset 20 tabbed}{...}
{p2col 5 20 24 2: Scalars}{p_end}
{synopt:{cmd:e(N_imps)}}number of imputations{p_end}
{synopt:{cmd:e(N)}}number of observations{p_end}

{p2col 5 20 24 2: Macros}{p_end}
{synopt:{cmd:e(depvar)}}name of dependent variable{p_end}
{synopt:{cmd:e(prefix)}}{cmd:rii}{p_end}
{synopt:{cmd:e(command)}}command run by rii{p_end}
{synopt:{cmd:e(cmdline)}}command as typed{p_end}
{synopt:{cmd:e(cmdname)}}name of command run by rii{p_end}
{synopt:{cmd:e(cmd)}}name of command run by rii{p_end}
{synopt:{cmd:e(properties)}}{cmd:b V}{p_end}

{p2col 5 20 24 2: Matrices}{p_end}
{synopt:{cmd:e(b)}}coefficient vector{p_end}
{synopt:{cmd:e(V)}}variance-covariance matrix of the estimators{p_end}
{synopt:{cmd:e(obs_per_imp)}}number of observations per imputation{p_end}

{p2col 5 20 24 2: Functions}{p_end}
{synopt:{cmd:e(sample)}}marks estimation sample{p_end}

{title:Examples}

{p 4 8 2} {cmd:. rii , imp(mvar): probit x1 x2 x3, robust }{p_end}

{p 4 8 2} {cmd:. rii if mvar < 6, imp(mvar): tobit amtspt x1 x2 x3 x4, ll(0) ul(25000) }{p_end}

{p 4 8 2} {cmd:. rii , imp(mvar): cnreg y x1 x2 x3 x4 year89 year90, censored(cen) }{p_end}

{p 4 8 2} {cmd:. rii , imp(mvar): reg y x1 x2 [pweight=pop] }{p_end}

{p 4 4 2}Instead of using {help dprobit:dprobit} use {help probit:probit} and then run {help mfx:mfx}:{p_end}

{p 4 8 2} {cmd:. rii , impvar(mvar): probit y x1 x2 x3 }{p_end}

{p 4 8 2} {cmd:. mfx}{p_end}


{title:Authors}

{p 4 4 2}
David T. Robinson {break}
Center for Entrepreneurship and Innovation {break}
Duke University's Fuqua School of Business {break}
davidr@duke.edu {break}
Dan Blanchette {break}
The Carolina Population Center {break}
University of North Carolina - Chapel Hill, USA {break}
dan_blanchette@unc.edu{p_end}



{title:Also see}

{p 4 13 2}On-line: {help probit:probit}, {help tobit:tobit}, {help cnreg:cnreg}, and {help regress:regress}{p_end}