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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: st: Question about multinomial logistic regression and random effects with multiply imputed data |

Date |
Thu, 31 Jul 2008 16:33:55 +0100 (BST) |

--- "Barksdale, Crystal" <cbarksda@jhsph.edu> wrote: > We are considering running the analyses on each multiply imputed > dataset (separately), and then trying to combine the results manually; > however, we are having some difficulty figuring out how to store the > parameter estimates and standard errors for each variable and it's > corresponding category. For example, if I run a multinomial logistic > regression with an outcome variable with 3 categories, I will get > three separate estimates of the predictor. It is not immediately > clear how to save these three separate estimates and standard errors, > to use ultimately in combining the estimates across the multiply > imputed datasets. In the example below I use the rules from http://www.stat.psu.edu/~jls/mifaq.html (the rules for computing the degrees of freedom differs from the one used in mim, it is up to you to do some reading and find out which one you like best) *--------------------- begin example --------------------------- sysuse auto, clear recode rep78 1/2=3 ice rep78 foreign mpg gear_ratio, clear m(5) mlogit rep78 foreign mpg gear_ratio if _mj == 1 matrix b = e(b)' matrix v = e(V) matrix v = vecdiag(v)' forvalues i = 2/5 { mlogit rep78 foreign mpg gear_ratio if _mj == `i' matrix b = b, e(b)' matrix vmat = e(V) matrix v = v, vecdiag(vmat)' } drop _all svmat b svmat v egen qbar = rowmean(b*) egen ubar = rowmean(v*) egen b = rowsd(b*) replace b = b^2 gen t = ubar + (1 + 1/5)*b gen se = sqrt(t) gen df = (5-1)*(1 + 5*ubar/(5+1)*b)^2 *------------------------- end example ------------------------ (For more on how to use examples I sent to the Statalist, see http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) Hope this helps, Maarten ----------------------------------------- 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/ ----------------------------------------- __________________________________________________________ Not happy with your email address?. Get the one you really want - millions of new email addresses available now at Yahoo! http://uk.docs.yahoo.com/ymail/new.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**RE: st: Question about multinomial logistic regression and random effects with multiply imputed data***From:*"Barksdale, Crystal" <cbarksda@jhsph.edu>

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