Date: Wed, 23 Feb 2005 15:24:58 0800
ReplyTo: cassell.david@EPAMAIL.EPA.GOV
Sender: "SAS(r) Discussion" <SASL@LISTSERV.UGA.EDU>
From: "David L. Cassell" <cassell.david@EPAMAIL.EPA.GOV>
Subject: Re: Multiple ImputationMissing Data
InReplyTo: <20050223194834.64D4F101D0@ws13.us4.outblaze.com>
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"Nick ." <ni14@mail.com> wrote to me personally:
> I found out why SAS was not imputing. In PROC MI when listing the
> inputs (in VAR statement) one MUST also include the left hand side,
> i.e. the Y along with the inputs X1, X2, X3, etc. I still get the
> same error as before. Also, I look at some of the imputed values and
> they are absolutely false! How can SAS look at an input, say home
> market value, which ranges from $0 to $1 million+, and impute a
> missing value as negative, like, $235,567.345? Anyway. My previous
> questions still stand. Thanks ...
This is the problem David Neal and I were talknig about the other
day. If you use the defaults, SAS will fit distributions which
are likely to be inappropriate. You have a distribution of market
values which (in this context) will not ever go down below zero.
(I assume.) But you don't get that truncation if you implicitly let
SAS fit a normal distribution to your data. You have to make sure
that a meaningful distribution of values gets used. In the worst case,
you end up doing as Dale McLerran has discussed in SASL and fitting
your own distribution to the data and then letting PROC MI impute from
there. (You can look up Dale's code in the SASL archives.)
Unfortunately, PROC MI in SAS 8.2 (as you are using) is not as
sophisticated as later versions. So you don't have the flexibility
that appears in SAS 9.0 or SAS 9.1 .
HTH,
David

David Cassell, CSC
Cassell.David@epa.gov
Senior computing specialist
mathematical statistician
"Nick ." <ni14@mail.com> wrote on 02/23/2005 11:48:34 AM:
> David,
> NICK
> 
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