stata（需要11或12版本及以上！！！）实现Multiple Imputation Chained  Equations (MICE)，
附件里介绍了方法和syntax：
总结一下：
Missing data are a common occurrence in real datasets. For epidemiological and
prognostic factors studies in medicine, multiple imputation is becoming the standard route
to estimating models with missing covariate data under a missing-at-random assumption.
We describe ice, an implementation in Stata of the MICE approach to multiple imputation.
Real data from an observational study in ovarian cancer are used to illustrate the most
important of the many options available with ice. We remark briey on the new database
architecture and procedures for multiple imputation introduced in releases 11 and 12 of
Stata.

具体syntax：
. net from http://www.stata-journal.com/software/sj9-3
. net install st0067_4.pkg, replace
. net from http://www.stata-journal.com/software/sj9-2
. net install st0139_1.pkg, replace
. net from http://www.homepages.ucl.ac.uk/~ucakjpr/stata/
. net install ice.pkg, replace
. net install mim.pkg, replace

典型命令：
. use multivar, replace
. xi: mim: regress alb age i.grade i.resdis i.ps ascites i.figo i.histol i.ctype surg lca125 lalp
. ice age pregnant female, conditional(pregnant: female==1) clear