Using plugins and COM servers in Stata for handling multiple datasets

Computational efficiency and flexibility in a statistical package may be enhanced by enabling the package to communicate directly with other programs. A model of particular interest at the moment is the component object model (COM). This model provides a uniform mechanism for programs running under Microsoft Windows to share data and functionality. Recently, statistical routines for imputing values in multiple datasets have been packaged by Joe Schafer as COM servers, making them available to a wide variety of statistical analysis packages. (The routines themselves were also originally written by Joe.) In the first part of this talk, I will discuss using Stata plugins to access these multiple imputation routines from within Stata. Techniques for handling missing data invariably involve processing multiple datasets. Since Stata is fundamentally geared towards processing a single dataset at any given time, a natural question that arises is how best to handle multiple datasets in Stata in a general, flexible, and efficient manner. In the remainder of the talk, I will discuss using COM servers and Stata plugins for this purpose, and I will highlight the advantages of this approach from the perspective of computational efficiency, flexibility, and elegance.