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Re: st: MI IMPUTE MVN


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: MI IMPUTE MVN
Date   Fri, 29 Oct 2010 15:11:19 -0400

On Fri, Oct 29, 2010 at 2:14 PM, Jocelyn Crowley <[email protected]> wrote:
> 1.  If I will be using weights with my data when I run mi estimate logistic
> commands, do I need to direct Stata to consider these weights when I first
> run mi impute mvn?  If so, how?

If it's not in the syntax diagram, then you cannot do this. I think
-ice- suite by Patrick Royston supports weights. If you have complex
survey data, then MI gives wrong answers, anyway. You'd need to go
into considerable lengths to make that right.

> 2.  I would like to calculate means and standard deviations for my imputed
> data.  mi estimate means calculates the means, but not the standard
> deviations of the variables.  How do I do this manually?

You would generate the squares of your variables. I think there's a
debate as to whether they need to be passive or imputed variables.
Either the MI manual or Royston's papers address this issue.

> 3.  Once I obtain my mi estimate logistic model, how can I manually
> calculate predicted probabilities given certain values of the independent
> variables?  Do I need to do this by hand, given the model's coefficients?

You would probably need to generate a set of predicted probabilities
for every set of imputed values, and then aggregate them. That's a
working solution; I cannot say whether it is a conceptually valid
solution.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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