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From |
ymarchenko@stata.com (Yulia Marchenko, StataCorp LP) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Factor variables and mim |

Date |
Tue, 11 Aug 2009 10:20:53 -0500 |

Fred Wolfe mentioned that -xtmixed- could not be used with -mi estimate- and I replied that they could be used together if one specified -mi estimate-'s -cmdok- option: . mi estimate, cmdok: xtmixed ... The full post can be found at http://www.stata.com/statalist/archive/2009-08/msg00384.html. Alan Taylor <Alan.Taylor@psy.mq.edu.au> then wrote, > It might be helpful to know, roughly speaking, what the distinction is > between a command which officially supports mi and one, like xtmixed, which > can be used with cmdok. Commands are officially supported by -mi estimate- if they 1. produce the numerical results that -mi estimate- needs and stores them where -mi estimate- expects (explained below) 2. work properly with available -mi estimate- postestimation tools, and 3. produce good-looking -mi estimate- output. When I wrote my reply, I happened to know that -xtmixed- meets the first requirement. -xtmixed- will be added to the list of supported commands once we verify that it meets the other requirements, too. Most Stata estimation commands meet requirement (1). To meet requirement (1), the command must 1.1 save its name in global macro -e(cmd)-, 1.2 save the estimated coefficients in -e(b)- 1.3 save the full variance-covariance matrix estimate in -e(V)-, 1.4 save the residual degrees of freedom in -e(df_r)- or, if there is no such concept as residual degrees, leave -e(df_r)- undefined. -xtmixed- meets the above requirements. As an example, Stata's -exlogistic- estimation command violates (1.3) in that it does not even estimate the full variance-covariance matrix, and therefore should not be used with -mi estimate, cmdok-. In any case, when you specify -cmdok-, you are asserting (1.1)-(1.4) are true. The only reason that -xtmixed- is not on the list of supported commands is because we have not yet performed adequate testing of (2) and (3). The issues here are not concerns about inaccurate or inappropriate results, but merely that the output might look ugly. -xtmixed- will eventually be listed as officially supported along with other estimation commands. --Yulia ymarchenko@stata.com P.S. Programmers: If you want to write an estimation command that works with -mi estimate- even without the user specifying -cmdok-, see "Writing programs for use with mi" in -help program properties-. <end> * * 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/

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