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Just want to confirm: When using the 2LevelImpute template in TREE, I see no direct way to enter interaction terms, correct? These terms would need to be added to the data set before reading into TREE for processing, right? Thx.

Hi - yes, at the moment interaction terms would have to be generated in the dataset prior to its use with the 2LevelImpute template; they then could be added as another variable, but note that this would introduce bias. Some of my colleagues here at the CMM have recently published on this topic (see below), and we hope to refine the manner in which interactions are handled in future template developments:

Goldstein, H., Carpenter, J. R. and Browne, W. J. (2013), Fitting multilevel multivariate models with missing data in responses and covariates that may include interactions and non-linear terms. Journal of the Royal Statistical Society: Series A (Statistics in Society). doi: 10.1111/rssa.12022 (also downloadable from here: http://www.bristol.ac.uk/cmm/team/hg/fu ... ractns.pdf).

Best wishes,

Richard

My plan was to follow the suggestion of von Hippel, but understand this is less than optimal. Stef van Buren has worked out an algorithm for squares (http://www.stefvanbuuren.nl/publication ... 20-SMR.pdf), but conclude the transform and impute procedure is the best available approach for interactions between different variables. Clearly that is not as theoretically sound as your colleagues at Bristol, but until the new template is ready, it's the next best choice.