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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: -mi- & Factor Variables |

Date |
Wed, 12 Aug 2009 12:04:15 -0500 |

Alan Taylor <Alan.Taylor@psy.mq.edu.au> reported what seems to be a potential bug in -mi test- when it is used with factor variables: > I ran this analysis on an imported imputed dataset in Stata: > > . mi estimate, cmdok: /// > xtmixed IEStot Group##MQvsComgrps##PTSS_2Grps##time || subject:, variance > > I then wanted to test whether the four-way interaction was significant, and > tried > > . mi test Group#MQvsComgrps#PTSS_2Grps#time > Group#MQvsComgrps#PTSS_2Grps#time not found > r(111); The above is intended behavior rather than a bug. Similar to the -test- command, the -mi test- command does not allow the above specification for simultaneous testing of all interaction levels. You must list interaction level indicators directly as Alan demonstrated below: > I found, however, that the full specification of the test did work OK with > -mi- : > > . mi test 2.Group#2.MQvsComgrps#1.PTSS_2Grps#2.time /// > 2.Group#2.MQvsComgrps#1.PTSS_2Grps#3.time /// > 2.Group#2.MQvsComgrps#1.PTSS_2Grps#4.time > note: assuming equal fractions of missing information > > ( 1) [IEStot]2.Group#2.MQvsComgrps#1.PTSS_2Grps#2.time = 0 > ( 2) [IEStot]2.Group#2.MQvsComgrps#1.PTSS_2Grps#3.time = 0 > ( 3) [IEStot]2.Group#2.MQvsComgrps#1.PTSS_2Grps#4.time = 0 > > F( 3,23565.0) = 0.33 > Prob > F = 0.8035 > More generally, -mi test- as well as -test- do not accept the <varlist> specification of which Alan's specification of Group#MQvsComgrps#PTSS_2Grps#time is a particular case. Instead, these commands require the <coeflist> specification. The <coeflist> specification described in detail in -help test- is more restrictive than the <varlist> specification (see -help varlist-). For example, it does not allow certain shorthand conventions such as myvar*, my~var, etc. which are allowed with variable names. The <coeflist> specification includes the names as stored in matrix column names of the saved coefficient matrix, -e(b)-. As of Stata 11, you can use the -coeflegend- option with most Stata estimation commands and -mi estimate-, in particular, to display the coefficient names along with other information. The -coeflegend- option can be specified on replay if you need to look up these names after fitting the original model. For example, Alan can type . mi estimate, coeflegend to see coefficient names. See -help estimation options- to read more about the -coeflegend- option. Note that the -testparm- command does allow the <varlist> specification. We will consider adding -mi testparm- in the future allowing the <varlist> specification. --Yulia ymarchenko@stata.com * * 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/

**Follow-Ups**:**Re: st: -mi- & Factor Variables***From:*"Alan Taylor" <Alan.Taylor@psy.mq.edu.au>

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