Chained equations and more in multiple imputation in Stata 12
I present the new Stata 12 command, mi impute chained, to perform multivariate imputation using chained equations (ICE), also known as sequential regression imputation. ICE is a flexible imputation technique for imputing various types of data. The variable-by-variable specification of ICE allows you to impute variables of different types by choosing the appropriate method for each variable from several univariate imputation methods. Variables can have an arbitrary missing-data pattern. By specifying a separate model for each variable, you can incorporate certain important characteristics, such as ranges and restrictions within a subset, specific to each variable. I also describe other new features in multiple imputation in Stata 12.