Is there a Stata command that implements the multivariate normal imputation model developed by Schafer (1997)? This is a model that assumes the joint distribution of the complete and incomplete variables is multivariate normal. Implementations include NORM for S-Plus/R and PROC MI in SAS.
I hoped that this model was implemented in Stata's *mi impute mvn* command in Stata, but it appears that *mi impute mvn* imputes via regression -- i.e., specifying the conditional distribution of the incomplete variables, rather than the joint distribution of all the variables. Many thanks for any pointers. -- Best wishes, Paul von Hippel Assistant Professor LBJ School of Public Affairs Sid Richardson Hall 3.251 University of Texas, Austin 2315 Red River, Box Y Austin, TX 78712 mobile, preferred (614) 282-8963 office (512) 232-3650
