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Re: st: Mim, T values, and Probability of T values


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Mim, T values, and Probability of T values
Date   Tue, 23 Feb 2010 14:52:39 -0500

At 01:18 PM 2/23/2010, Eduard Bonet wrote:
Hello.

I am running OLS regressions on a multiply imputed dataset and have
come across an outcome I don't quite understand.
For certain estimated coefficients with T values that are clearly
higher than 1.96, the probability of those T values is higher that
0.05. Does anyone knows why should I get these outputs?
(I am sorry I cannot reproduce the problem as the data I am using is
under embargo).

First off, the critical value for t varies with the degrees of freedom, so if the sample is small the critical value will be higher than 1.96.

Second, degrees of freedom are a little weird with MI. If you have Stata 11, look at the manual entry for mi estimate. On p. 47 it says

"Finally, mi estimate reports a coefficient table containing the combined estimates. Unlike all other Stata estimation commands, the reported significance levels and confidence intervals in this table are based on degrees of freedom that is specific to each coefficient. Remember that the degrees of freedom depends on the relative variance increases and thus on how much information is lost about the estimated parameter due to missing data. How much information is lost is specific to each parameter and so is the degrees of freedom."

If you use the -dftable- option, you can see what the d.f. are for each coefficient.


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Richard Williams, Notre Dame Dept of Sociology
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EMAIL:  Richard.A.Williams.5@ND.Edu
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