New subject: question on using estsimp with mi() and FE

25 Sep 2017

Hi Julia, if you are having troubles, the easiest thing to do would be to
run Clarify separately on each of the Amelia imputed data sets and to
combine the results afterwards.  Best of luck with your research,

Gary
--
*Gary King* - Albert J. Weatherhead III University Professor - Director,
IQSS <http://iq.harvard.edu/> - Harvard University
GaryKing.org - King(a)Harvard.edu - @KingGary <https://twitter.com/kinggary> -
617-500-7570 - Assistant &lt;king-assist(a)iq.harvard.edu&gt;du>: 617-495-9271

On Mon, Sep 25, 2017 at 3:21 AM, Julia CAGE &lt;julia.cage(a)sciencespo.fr&gt;
wrote:

...
  Hi all,

 I have an issue with the combined use of Clarify/Amelia and I don't know
 how to solve it.

 Basically, I am estimating a sureg model for electoral data with district
 and election FE.

 If I run the following model, everything works well:

 xi : estsimp sureg (lvotesP1 controls i.yearst i.district)
 (lvotesP2 controls i.yearst i.district)
 (lvotesP3 controls i.yearst i.district), sims(1000)

 However, as soon as I add the  mi() option (I multiply imputed the missing
 voting data and I want to use the information from all the datasets) then I
 got an error message linked to the FE (I have no problem when no FE are not
 included):

 variable _Iyearst_2 not found

 (and I cannot enter the FE manually because Stata only supports a limited
 number of variables)

 Note that this is not linked to my yearst variable; if I only use the
 district FE, I got the same error message but for _Idistrict_2

 Could you please let me know what I should do to fix this issue?

 Thanks!
 Best,
 Julia

 --------------------------------------------
 Julia Cagé
 Assistant Professor of Economics
 Sciences Po Paris, Department of Economics
 https://sites.google.com/site/juliacagehomepage/
 Email: julia.cage(a)sciencespo.fr

Re: [clarify] question on using estsimp with mi() and FE