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Re: st: mi estimate and xtmixed: reporting of groups


From   Fred Wolfe <fwolfe@arthritis-research.org>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: mi estimate and xtmixed: reporting of groups
Date   Thu, 1 Oct 2009 13:17:07 -0500

Thank you, Yulia!

Fred

On Thu, Oct 1, 2009 at 12:54 PM, Yulia Marchenko, StataCorp LP
<ymarchenko@stata.com> wrote:
>
> Fred Wolfe <fwolfe@arthritis-research.org> asks if -mi estimate- intentionally
> omits the group information when used with -xtmixed-:
>
> > I wonder if I am missing something obvious.
> >
> > xtmixed haq_ duration i.cocat ib3.q4_onsetyear fage i.sex ib2.edcat
> > ib45000.totinco if _mi_m==2 || patkey: duration , cov(uns) mle
> >
> > reports  the Group variable," "Number of obs," and the "Number of groups"
> >
> > However, mi estimate, cmdok dots):
> > xtmixed haq_ duration i.cocat ib3.q4_onsetyear fage i.sex ib2.edcat
> > ib45000.totinco if _mi_m==2 || patkey: duration , cov(uns) mle
> >
> > reports the number of obs, but not the group variable or the number of
> > groups. I suppose the number of groups could differ according to each
> > imputation. But it would be helpful to have some information about
> > groups, for if I come back to the data later with -mi estimate using,
> > I may have forgotten the group N. So is it intended that we should
> > calculate the group N before running the mi estimate, or is there some
> > simple way I have overlooked to get this information?
>
> Fred is not missing anything obvious.  -mi estimate- is an estimator on its
> own and produces generic output, containing information specific to
> multiple-imputation analysis, for all estimation commands.  When used with
> survey estimation commands, -mi estimate- does report additional information
> about the survey design.  We are considering customizing the output of -mi
> estimate- to include some additional information specific to other supported
> estimation commands in the future.
>
> Fred also asks if there is a way to get information specific to the used
> estimation command after -mi estimate-.  In general, the answer is 'yes' as
> long as the results are constant across imputations.  For certain estimation
> results ( e.g., -e(N)-, -e(N_strata)-) you can also access their varying
> values.  See the section 'Saved Results' in '[MI] mi estimate' for details.
>
> Having said that, there are estimation results which cannot be retrieved after
> -mi estimate- for technical reasons.  The group information saved by -xtmixed-
> in the -e(N_g)- matrix is one of them.  We will add an option for saving
> requested estimation results from each imputation in a future update.
> Meanwhile, Fred needs to access this information manually.  He can specify the
> -noisily- option with -mi estimate- to see the output from each -xtmixed- run.
> To access -xtmixed-'s estimation results Fred can use the -mi xeq- command to
> run -xtmixed- on a chosen imputation.
>
> Estimation results specific to estimation commands are preserved after -mi
> estimate- as long as they are constant across imputations.  Estimation results
> which vary across imputations are set to missing and their names are saved in
> macros -e(names_vvs_mi)- (for scalars), -e(names_vvl_mi)- (for macros), and
> -e(names_vvm_mi)- (for matrices).  Values of certain varying estimation
> results (e.g. -e(N)-, -e(N_strata)-) are returned as matrices.  Also, some
> estimation results, (e.g., -e(ll)-, -e(deviance)-) are always reported as
> missing after -mi estimate-.
>
>
> -- Yulia
> ymarchenko@stata.com
> *
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--
Fred Wolfe
National Data Bank for Rheumatic Diseases
Wichita, Kansas
NDB Office  +1 316 263 2125 Ext 0
Research Office +1 316 686 9195
fwolfe@arthritis-research.org

*
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