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st: RE: likelihood ratio test after mi


From   "Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: likelihood ratio test after mi
Date   Thu, 10 Dec 2009 11:20:45 -0500

raoul reulen wrote:


>>How do I perform a likelihood ratio test after having used Stata's mi
for imputation?
milrtest does not seem to work with Stata's mi, only with mim, but I
could be wrong.<<

As Jeph Herrin already noted, LR tests aren't really well defined for MI (as I recall), because the average of LR tests isn't the LR test. A Wald test is, in the sense that you can make a covariance matrix for parameters from MI. 

(This is from memory, you should be sure to check references in the Stata manuals.)



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