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st: micombine and overall model fit statistics

From   "Claire M. Kamp Dush" <>
Subject   st: micombine and overall model fit statistics
Date   Mon, 21 May 2007 21:11:10 -0400

Dear statalist community,

I am using micombine to deal with my missing data. I only have one issue - how do I get an overall model fit statistic with micombine? Is this possible? For instance, I am using:

micombine regress
micombine stcox
micombine logistic
micombine nbreg

Under normal circumstances, I would get an F, r-square, chi-square or some other indicator of overall model fit if I was not using the micombine pre-fix. But, I do not get an F, or chi-square, with micombine. What I have done then is run each of my models separately within each of my 5 imputed datasets using if _j == `num' . . . And, then I thought I could somehow combine the results for an overall chi-square or F. Of course, I am sure I am violating a million rules by averaging these 5 F-values together. Any advice? I just don't want my reviewers, who don't use micombine, to question my results because I don't have the overall fit reported, and I don't want to turn my paper into a statistical treatise (i.e. report all of the results from all 5 models, etcetera, then compare this to the original results), I just want to use micombine as a tool because I don't have room in this paper to expand in this way.

Any advice would be great.

Claire M. Kamp Dush
Institute for the Social Sciences Postdoctoral Fellow
Evolving Family Theme Project
Cornell University

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