Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Mean and standard deviation of multiply-imputed values? |

Date |
Mon, 27 Sep 2010 12:41:51 -0500 |

On Sat, Sep 25, 2010 at 4:39 PM, Art Burke <Art.Burke@educationnorthwest.org> wrote: > If I have a multiply-imputed variable x1, I can get its mean and standard error from .... > > mi estimate: mean x1 > > Can I get the standard deviation also (without any hand calculation)? No, that's not what multiple imputation is expected to do; it only gives point estimates, i.e., means, proportions, regression coefficients. Nonlinear operations like sums of squares are outside of what's sensible with -mi-. Hence what you can do is to create the square of your x, register it, estimate its mean using -mi-, and then obtain the point estimate of the variance of x as E[x^2] - ( E[x] )^2. Still hand calculations though. -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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**:**st: Mean and standard deviation of multiply-imputed values?***From:*Art Burke <Art.Burke@educationnorthwest.org>

- Prev by Date:
**st: outreg2 invalid 'locali'** - Next by Date:
**st: How to name equations or test coeffs across regs** - Previous by thread:
**Re: st: Mean and standard deviation of multiply-imputed values?** - Next by thread:
**st: Not getting variances in mi estimate: xtmixed with var option** - Index(es):