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st: DF Adjustment


From   Daniel Escher <descher@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: DF Adjustment
Date   Fri, 25 Jun 2010 12:57:08 -0400

I am trying to adjust the degrees of freedom in an OLS regression
output using multiply imputed data. I am using Stata 11.1/IC.

According to UCLA
(http://www.ats.ucla.edu/stat/stata/seminars/missing_data/mi_in_stata_pt2.htm),
-mi- by default uses a small sample adjustment. I think I need a large
sample adjustment, since N = 2,521 in my dataset.

Here is a simplified example of what I did:
. sysuse data, clear
. mi set mlong
. mi register imputed income
. mi register regular education gender workstatus
. mi impute regress income education gender workstatus, add(20) rseed(2232) dots
. save "C:data_mi", replace
. mi estimate, post: svy: reg income attendance

The regression output says, "DF Adjustment: Small sample."

Can/should I change this? If so, how?

I would appreciate any help. Thanks.
Daniel Escher
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