Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Re: micombine and overall model fit statistics


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: micombine and overall model fit statistics
Date   Tue, 22 May 2007 07:56:10 +0100 (BST)

--- "Rodrigo A. Alfaro" <raalfaroa@gmail.com> wrote:
> Usually, when the method works the R2's for each imputation are not
> too much different. I suggest you to report the average writing a
> small note about the dispersion of the all R2's that you get... maybe
> something like that in the table "R2  = 0.45" and in the note 
> "Average R2 obtained from 5 imputed datasets. The min R2 obtained was
> 0.42 and the max 0.47". 

That's fine, even better would be if you computed the log of each R2,
than compute the mean, and than transform the mean back (with the -exp-
function) to the R2 metric. You can find the rational for this in:
http://www.stata.com/statalist/archive/2007-04/msg00900.html .

--- Richard Williams <Richard.A.Williams.5@ND.edu> wrote:
> See especially Maarten's very detailed post at
> 
> http://www.stata.com/statalist/archive/2007-04/msg00900.html
> 
> (although I think he said afterwards he had made a mistake
> somewhere).

I had some code that supposed to calculate the likelihood ratio
statistic proposed in (Meng and Rubin 1992). That code gives different
values for different seeds (after the multiple imputations were
created). So that is where I probably made a mistake.

Hope this helps,
Maarten

Meng, X.L. and Rubin, D.B. (1992) ``Performing likelihood ratio tests
with multiply-imputed data sets''. Biometrika, 79, pp. 103-111.

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      ___________________________________________________________ 
Yahoo! Mail is the world's favourite email. Don't settle for less, sign up for
your free account today http://uk.rd.yahoo.com/evt=44106/*http://uk.docs.yahoo.com/mail/winter07.html 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index