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st: RE: Estimate parameters from multiple datasets

From   "Moran, John (NWAHS)" <>
To   "''" <>
Subject   st: RE: Estimate parameters from multiple datasets
Date   Wed, 23 Oct 2002 10:36:57 +0930

If you use "hotdeck" you are able to manipulate the syntax to accommodate
this. So, using a Cox regression command (and importantly, changing
directory to where the "all*" files are):

hotdeck, command(stcox age  ph ap2 pafi  vt8,  robust tvc(ap2 vt8) nolog)
*/ infiles(all1 all2 all3 all4 all5 all6 all7 all8 all9 all10) parms( rh:age
rh:ph rh:ap2 rh:pafi rh:vt8 t:ap2 t:vt8)

john moran

-----Original Message-----
From: Jennifer Nicoll Victor [] 
Sent: Tuesday, October 22, 2002 10:07 PM
Subject: st: Estimate parameters from multiple datasets

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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