{smcl}
{hline}
help for {hi:whotdeck}
{hline}
{title:Multiple Imputation using the Approximate Bayesian Bootstrap (hotdeck) with weights}
{p 8 27}
{cmdab:whotdeck}
[{it:varlist}] [{cmd:using}] [{hi:if}{it: exp}] [{hi:in}{it: exp}]
,
{cmdab:predmis}{cmd:(}{it:string}{cmd:)}
[
{cmdab:by}{cmd:(}{it:varlist}{cmd:)}
{cmd:store}
{cmd:rep:lace}
{cmd:output}
{cmdab:noise}
{cmdab:quiet}
{cmdab:generate}{cmd:(}{it:varname}{cmd:)}
{cmdab:command}{cmd:(}{it:string}{cmd:)}
{cmdab:parms}{cmd:(}{it:string}{cmd:)}
{cmdab:predmis}{cmd:(}{it:string}{cmd:)}
{cmdab:impute}{cmd:(}{it:#}{cmd:)}
]
{p}
{title:Description}
{p 0 0}
{hi:whotdeck} will tabulate the missing data patterns within the {hi:varlist}.
A row of data with missing values in any of the variables in the {hi:varlist}
is defined as a `missing line' of data, similarly a `complete line' is one where all the variables in
the {hi:varlist} contain data. The {hi:whotdeck} procedure
replaces the {hi:varlist} variables in the `missing lines' with the
corresponding values in the `complete lines'.
{hi:Whotdeck} should be used several times within a multiple imputation
sequence since missing data
are imputed stochastically, with weights determined by a logistic regression model of the missing
data process, rather than deterministically.
{p 0 0}
This is an adapted form of the
Approximate Bayesian Bootstrap method of Rubin and Schenker(1986);
first a bootstrap sample of lines are sampled with replacement from
the entire dataset. Then a logistic regression model specified by {hi:predmis} is fitted to estimate the missingness
weights. Then {hi:nmiss} lines are sampled, using the weights, with replacement from the {hi:nobs} complete lines of data.
{p 0 0}
One major assumption with the {hi:whotdeck} procedure is
that the missing data are either missing completely at random (MCAR) or is
missing at random (MAR) conditional on the logistic regression model of the missing mechanism
specified in the option {hi:predmis}. Additionally the sampling can be stratified using the {hi:by} option.
{p 0 0}
If a dataset contains a multivariate missingness pattern then it may contain
very few complete lines of data. The {hi:whotdeck} procedure will not work
very well in such circumstances. There are more
elaborate methods that {hi:only} replace missing values, rather than the whole row,
for imputed values.
These multivariate multiple imputation methods are discussed by Schafer(1997).
{title:Options}
{cmdab:predmis}{cmd:(}{it:string}{cmd:)} specifies the linear predictor of the missingness model
{cmdab:by}{cmd:(}{it:varlist}{cmd:)} specifies categorical variables defining strata within which
the imputation is to be carried out.
{cmd:store} specifies whether the imputed datasets are saved to disk.
{cmdab:using} specifies the root of the imputed datasets filenames. The default is
"imp" and hence the datasets will be saved as imp1.dta, imp2.dta, ....
{cmdab:command}{cmd:(}{it:string}{cmd:)} specifies the analysis performed on every imputed dataset.
{cmdab:noise} specifies whether the individual analyses are displayed. By default the
combined estimates are displayed.
{cmdab:parms}{cmd:(}{it:string}{cmd:)} specifies the parameters of interest from the
analysis. If the {hi:command} is a regression command then the parameter list can
include a subset of the variables specified in the regression command.The
final output consists of the combined estimates of these parameters.
For non-standard commands that are "regression" commands the {hi:parms} option
looks at the estimation matrix e(b) and requires the column names to identify
the coefficients of interest.
{cmdab:impute}{cmd:(}{it:#}{cmd:)} specifies the number of imputations to be used.
{title:Examples}
{inp: whotdeck y x, predmis(sex age) command(logit y x) parms(x _cons) impute(5)}
Do not save imputed datasets but carry out a logistic regression on the imputed
dataset and display the coefficients for x and the constant term of the model. Use the variables
age and sex in the model for predicting missingness
{title:Author}
{p}
Adrian Mander, Glaxo Smithkline, Harlow, UK.
Click here to see Adrian Mander's {browse "http://www.mrc-bsu.cam.ac.uk/personal/adrian":WEB site}
Email {browse "mailto:adrian.p.mander@gsk.com":adrian.p.mander@gsk.com}
{title:Also see}
On-line: help for {help hotdeck} (if installed).