Model specification and bootstrapping for multiply imputed data: An application to count models for the frequency of...

Stata's mi commands provide powerful tools to conduct multiple imputation in the presence of ignorable missing data. In this article, I present Stata code to extend the capabilities of the mi commands to address two areas of statistical inference where results are not easily aggregated across imputed datasets. First, mi commands are restricted to covariate selection. I show how to address model fit to correctly specify a model. Second, the mi commands readily aggregate model-based standard errors. I show how standard errors can be bootstrapped for situations where model assumptions may not be met. I illustrate model specification and bootstrapping on frequency counts for the number of times that alcohol was consumed in data with missing observations from a behavioral intervention.