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From |
"Yulia Marchenko, StataCorp LP" <ymarchenko@stata.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 01 Oct 2009 12:46:53 -0500 |

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/

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