# st: Re: Postestimation procedures multiple datasets

 From Jessica Schumacher 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
School of Medicine and Public Health
Department of Population Health Sciences
W.A.R.F. Office Building, Room 550
610 Walnut Street
(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?
>
>
> *
> *   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/

*
*   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/
```