Expectation Maximization Algorithm for missing values

[Alhanouf Almubarak]

Dear all,

I would like to ask about how to replace missing data with actual data using Expectation-Maximization Algorithm for missing values. I know this can be done using SPSS, but with Stata, I have no idea. Could anyone help me with that?


Thanks a lot.

[Rich Goldstein]

why not use multiple imputation which is generally "better" than EM for this purpose (and easier also); see

h mi

to start

[Alhanouf Almubarak]

Thank you Rich for your comment. Does this work with panel data?

[Rich Goldstein]

yes, you might want to take a look at the following FAQ: https://www.stata.com/support/faqs/s...and-mi-impute/