Bookmark and Share

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]

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


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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index