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### Imputation of nested and cross level interactions

Posted: Sun Jan 20, 2013 12:43 pm
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?

Thanks so much for your time,
Amit Lazarus.

### Re: Imputation of nested and cross level interactions

Posted: Mon Jan 21, 2013 3:32 pm
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.

### Re: Imputation of nested and cross level interactions

Posted: Tue Jan 29, 2013 8:40 pm
Thanks so much for your help!

Amit Lazarus