RII: Stata module to perform Repeated-Imputation Inference

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.

Duke Scholars

Author David T. Robinson Fuqua School of Business