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Re: st: suest and micombine


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: suest and micombine
Date   Thu, 19 Feb 2009 10:38:17 +0000 (GMT)

--- On Thu, 19/2/09, b.todosijevic@utwente.nl wrote:
> I want to test whether b coefficients vary between groups.
> I first store estimates after running "micombine regress" over
> several imputations.
> 
> However, after running -suest- I get message "option
> res not allowed"
> (although no options are specified).

The thing to remember about multiple imputation is that it is
primarily designed to make inference about coefficients in 
isolation. Making inference about combinations of coefficients
in a multiple imputation context is going to be very hard, 
though some progress has been made, see for example this talk
by Rose Medeiros at the 2008 Fall North American Stata Users'
Group Meeting: http://ideas.repec.org/p/boc/fsug08/11.html .
Making cross model inference is even harder, and I wouldn't
be surprised if that hasn't even been worked out in theory, let
alone implemented in software.

-- 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 N515

+31 20 5986715

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



      

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