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Re: st: multiple imputation + transformation of parameters
At 05:55 AM 5/13/2004, Marcello Pagano wrote:
I do not think so.
Michael is having problems posting this:
-------- Original Message --------
I want to report confidence intervals for odds ratios. It's clear
that -MIFIT- is working with the underlying betas even when one uses the
logistic command. What STATA reports as the MI estimate for the odds
ratio is the exponentiated value of the betas averaged across the
It makes more sense to me to transform the betas before the
averaging. My sense is that one should do all steps in the analyses
before implementing Rubin's rules.
Does this sound right? Can anyone make a counter-argument?
The estimands are the betas in the regression. Therefore, imputation should
be on the betas.
Also, the distribution of the beta-hats is probably going faster to
normality than that of exp(beta-hat). It is the same reason why we do
asymptotic CIs on the log odds ratio scale (beta-hat plus/minus
z*se[beta-hat]) and *then* exponentiate the limits, rather than doing the
calculation directly on the odds ratio scale.
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Biostatistics Section, Thomas Jefferson University,
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