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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 > * > * 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/ -- 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 * * 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/

**References**:**Re: st: mi estimate and xtmixed: reporting of groups***From:*ymarchenko@stata.com (Yulia Marchenko, StataCorp LP)

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