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Re: st: Estimate parameters from multiple datasets

From   Fred Wolfe <>
Subject   Re: st: Estimate parameters from multiple datasets
Date   Tue, 22 Oct 2002 08:06:13 -0500

You want Gary King's -miest-

You should be able to find it at

Fred Wolfe

At 07:36 AM 10/22/2002 -0500, you wrote:
Stata Experts:

I am writing to ask if anyone has do- code or guidance for generating
estimates from multiple datasets.  I have five datasets as generated
from a multiple imputation (MI) process to fill-in missing values.  I am
obtaining poisson estimates and need to generate a single parameter
estimate from the five datasets.

King et al. (2001) provide guidance for the cofficients and their SEs.
The coefficients are easy enough, you just average them.  But the SEs are
more tricky (see equation (3) in King et al. 2001 APSR).

Can anyone provide guidance in generating the code to compute a single SE
for each estimate from these five datasets?

Thanks very much!

Jennifer Nicoll Victor
Ph.D. Candidate in Political Science
Washington University in St. Louis

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