Imputation of nested and cross level interactions

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amitlazarus
Posts: 7
Joined: Sun Jan 20, 2013 8:38 am

Imputation of nested and cross level interactions

Post by amitlazarus »

Dear all,

My MOI is a multilevel model that includes both nested and cross level interactions. Assuming I wish to use the JAV approach how do I go about this using the realcomImpute commend in STATA?
Let's say I have two 'level 1' variables (X and Z) and one 'level 2' variable (W) where the MOI is a RCM in which the within unit variance is explained by both X and Z and the interaction between them and the variance between level 2 units in constants and in the slope of X is explained by W. How do I specify the imputation model using realcomimpute if all 3 variables have missing values?
Is this right: realcomImpute m.X Z m.X#Z W W#m.X using *_*.dat, replace numresponses(5) level2id(school) cons(cons)?
Is it commonplace to add the cross level interaction to the imputation model? Do I have to use dummies for the interaction terms if X is categorical although it is a response variable? What is the right order of the variables in this case?
I know that in some cases JAV is bias. Is there any other way to do this kind of imputation?

My second question is more general. Is there any kind of training example for using 'realcom' via STATA or MLWIN that handles imputation of cross level and nested interaction terms and/or a case where some level 2 variables are used as responses and some as explanatory variables in the imputation process? If so, where can I find it?

Your answer will be very much appreciated,
Thanks so much for your time,
Amit Lazarus.
ChrisCharlton
Posts: 1248
Joined: Mon Oct 19, 2009 10:34 am

Re: Imputation of nested and cross level interactions

Post by ChrisCharlton »

A new methodology is being developed that will deal properly with interactions but this is not yet implemented I'm afraid. In the mean time for JAV you need to say what kind of variable the interaction is for example if the product of two continuous variables then you would specify it as normal etc. You do not use dummy variables when it is a response. Cross-level interactions are in fact variables measured at level one.

For information and examples of the realcom-impute command see http://missingdata.lshtm.ac.uk/index.ph ... &Itemid=99. You can also find frequently asked questions for this at http://missingdata.lshtm.ac.uk/index.ph ... ut=default.
amitlazarus
Posts: 7
Joined: Sun Jan 20, 2013 8:38 am

Re: Imputation of nested and cross level interactions

Post by amitlazarus »

Thanks so much for your help!

Amit Lazarus
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