Dear Paul: this is an interesting issue. For the specific case you outline, the X1Y interaction should be included; a simple strategy would be to simply stratify on X1 and impute Y and X2 separately in the two strata. That strategy only applies in limited situations though. Rod
Rod,
Could you elaborate, please, on the limited situations? I use that approach fairly routinely in intervention studies -- imputing separately by condition, to preserve treatment X initial status (or whatever) interactions.
Thanks, Pat Malone
-- Patrick S. Malone, Ph.D., Research Scholar Duke University Center for Child and Family Policy Durham, North Carolina, USA e-mail: [EMAIL PROTECTED] http://www.duke.edu/~malone/
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