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st: Re: Postestimation procedures multiple datasets


From   Jessica Schumacher <jrschumacher@wisc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Postestimation procedures multiple datasets
Date   Sat, 09 May 2009 12:39:13 -0500

Hello,
I am trying to obtain adjusted predicted probabilities using multiply imputed datasets (ice) 
I am using the "mim: predict" post-estimation command.  When I try to run this command however, I get the following error:
"unrecognized command: mim2a".  I have included code for a simple model for illustration and provide the output below.
Have others come across this particular issue?  
Thank you for any information you can provide.
Best,
Jessica



xi: mim: mlogit cesd5080change sexrsp

Multiple-imputation estimates (mlogit)                   Imputations =       5
Multinomial logistic regression                          Minimum obs =    4945
                                                         Minimum dof =   998.0

------------------------------------------------------------------------------
cesd5080ch~e |     Coef.  Std. Err.     t    P>|t|    [95% Conf. Int.]     FMI
-------------+----------------------------------------------------------------
-2           |
      sexrsp |    .20157   .075503    2.67   0.008    .053406  .349733       .
       _cons |  -1.33384   .124096  -10.75   0.000   -1.57736 -1.09032       .
-------------+----------------------------------------------------------------
-1           |
      sexrsp |  -.049931   .099588   -0.50   0.616   -.245357  .145494       .
       _cons |  -1.66233   .159318  -10.43   0.000   -1.97497 -1.34969       .
-------------+----------------------------------------------------------------
1            |
      sexrsp |   .066275    .12884    0.51   0.607   -.186553  .319103       .
       _cons |  -2.41647   .209182  -11.55   0.000   -2.82696 -2.00598       .
-------------+----------------------------------------------------------------
2            |
      sexrsp |   .345997   .097458    3.55   0.000     .15475  .537244       .
       _cons |  -2.17878   .163217  -13.35   0.000   -2.49906 -1.85849       .
------------------------------------------------------------------------------


. mim: predict pred2, outcome(2)
unrecognized command:  mim2a



Jessica Schumacher
University of Wisconsin-Madison
School of Medicine and Public Health 
Department of Population Health Sciences
W.A.R.F. Office Building, Room 550
610 Walnut Street
Madison, WI  53726
(608) 263-4416

----- Original Message -----
From: Kit Baum <baum@bc.edu>
Date: Saturday, May 9, 2009 6:05 am
Subject: st: Re: Endogeneity test for probit models
To: statalist@hsphsun2.harvard.edu


> <>
> webuse auto,clear
> probit foreign price mpg, nolog
> ivprobit foreign price (mpg = weight displacement gear_ratio), nolog
> 
> As you can see, ivprobit provides a test of endogeneity (the null is  
> 
> exogeneity) of the regressors that are instrumented. But if you have  
> 
> some suspect regressors and no instruments, how can you contemplate  
> estimating an ivprobit model? You can't test for IV vs non-IV  
> solutions without a specified IV model.
> 
> 
> Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
>                                An Introduction to Stata Programming   
> 
> |   http://www.stata-press.com/books/isp.html
>     An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
> 
> 
> 
> On May 9, 2009, at 02:33 , Sergio wrote:
> 
> > I have several doubts about Hausman and Smith-Blundell test for  
> > exogeneity
> > (probexog).  I?m estimating  a Probit model  and I  suspect that one 
>  
> > of the
> > explanatory variables is not exogenous. Then, don?t know  how can I  
> 
> > do test for
> > endogeneity:
> > 1.	Is Hausman Test an appropriate test for endogeneity in probit  
> > regressions,
> > how can I perform It to compare two probit specifications? I?ve seen 
>  
> > some
> > examples of Hausman test but  always comparing  probit  vs  others  
> 
> > estimation
> > methods (i.e. IVprobit)
> >
> > 2.	I try to run Smith-Blundell test, but reading some  threads
> > (http://www.stata.com/statalist/archive/2006-04/msg00574.html) and   
> 
> > stata
> > commands probexog , I can see that some  instruments are  required  
> 
> > for it,  and
> > I don?t have any variable for this purpose.
> >
> > 3.	I need at least to conclude that suspect variable is endogenous,  
> 
> > and there is
> > not data at hand to estimate IVprobit,  but can I do this if I can´t 
>  
> > perform
> > Smith-Blundell test?
> 
> 
> *
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> *   http://www.stata.com/help.cgi?search
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> *   http://www.ats.ucla.edu/stat/stata/

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