Re: Imputation of missing sex covariate

From:"Lewis B. Sheiner" Subject:Re: [NMusers] Imputation of missing sex covariate Date:Sun, 25 Aug 2002 15:28:01 -0700 Subject: I didn't know we were talking about somehow trying to estimate 'model uncertainty' as well.... That's a much harder problem! I thought the goal was the simpler one of 'Given a model, but some missing (at random) covariates in our data, how do we estimate the model from the data and get honest standard errors?" If the model structure is regarded as uncertain, then what is the meaning of 'standard error' for a parameter that may or may be part of that model? LBS.