Re: st: Pseudo R2 after "mi estimate:logit"

[Richard Goldstein <richgold@ix.netcom.com>]

Aggie,

1. I don't understand what you are saying, or seeing, re: Wald tests --
and you aren't sending your code/commands

2. I do not see the exact definition that Stata is using for the F-test
in -mi estimate: logit ..."; I suggest you send an email to tech support
(tech-support@stata.com)

3. I have never used -mi add-

Rich

On 3/14/11 1:48 PM, Aggie Chidlow wrote:
> Thank you Rich,
> 
> As I am new to "mi estimate" and trying to learn it, I am getting a
> bit confused when looking at my outputs..so appologies for any silly
> questions.
> 
> I see the same when I look at the overall model using "mi estimate:logit".
> However when I look at "mi xeq 0 1 20" I can see Wald tests.
> 
> Dose it mean that the F - test (for M) in "mi estimate:logit"
> represents Wald test from individual m?
> 
> Further, how do I choose the appropriate M in add()?
> 
> 
> On Mon, Mar 14, 2011 at 3:00 PM, Richard Goldstein
> <richgold@ix.netcom.com> wrote:
>> 1. next to each predictor I see a t-test
>>
>> 2. at the top of the output I see an F-test
>>
>> I still don't understand what Wald test you are looking for
>>
>> Rich
>>
>> On 3/14/11 10:06 AM, Aggie Chidlow wrote:
>>> The one for "mi estimate:logit" for over imputed data.
>>> I can see it for each M but can't see it for the whole model.
>>>
>>> So, can you tell me whare you are looking,please?
>>> Aggie
>>>
>>> On Mon, Mar 14, 2011 at 1:35 PM, Richard Goldstein
>>> <richgold@ix.netcom.com> wrote:
>>>> What Wald test are you referring to? I certainly see them for the predictors
>>>>
>>>> Rich
>>>>
>>>> On 3/14/11 9:24 AM, Aggie Chidlow wrote:
>>>>> Thank you Rich,
>>>>>
>>>>> I got it now... I made a mistake in the "qui mi xeq 1/`M': ..." hence
>>>>> my results looked strange (to me).
>>>>>
>>>>> If I may...
>>>>> As I am used to reporting Wald test for the logit model.
>>>>> Looing at the results you do not get it by using "mi estimate: logit".
>>>>> Do you know how I can get it?
>>>>> Or is it not being reported in mi estimate:logit?
>>>>>
>>>>> On Mon, Mar 14, 2011 at 1:02 PM, Richard Goldstein
>>>>> <richgold@ix.netcom.com> wrote:
>>>>>> as you can see from the code, I am collecting e(r2_p) and this is
>>>>>> pseudo-r-squared;
>>>>>>
>>>>>> I have no idea what you mean by "strange result", but you can look at
>>>>>> each regression by dropping the "qui" and displaying "e(r2_p)"
>>>>>>
>>>>>> Rich
>>>>>>
>>>>>> On 3/14/11 8:58 AM, Aggie Chidlow wrote:
>>>>>>> Hi Rich,
>>>>>>> Thank you for the do file.
>>>>>>> It is much appreciate.
>>>>>>>
>>>>>>> One more question, if you don't mind (soory if it a silly one).
>>>>>>>
>>>>>>> Is your scalar R2 or Pseudo-R2?
>>>>>>> I am asking because when following your do file with my (varlist) I
>>>>>>> get strange result for my Pseudo-R2.
>>>>>>>
>>>>>>>
>>>>>>> On Mon, Mar 14, 2011 at 12:36 PM, Richard Goldstein
>>>>>>> <richgold@ix.netcom.com> wrote:
>>>>>>>> to the best of my knowledge, there is no similar wrapper; here is how I
>>>>>>>> have done it in the past, in a do file:
>>>>>>>>
>>>>>>>> 0. set up your right-hand-side variables (predictors) in a local; below,
>>>>>>>> mine is called `rhs'
>>>>>>>>
>>>>>>>> 1. noi estimate the model so you get result
>>>>>>>>
>>>>>>>> 2. then
>>>>>>>> qui mi query
>>>>>>>> local M=r(M)
>>>>>>>> scalar r2=0
>>>>>>>> scalar cstat=0
>>>>>>>> qui mi xeq 1/`M': logit acuteall `rhs'; scalar r2=r2+e(r2_p)
>>>>>>>> scalar r2=r2/`M'
>>>>>>>>
>>>>>>>> the "qui" on the mi xeq command is so that you don't see the logit for
>>>>>>>> each of your imputed data sets (note that "acuteall" is just the name of
>>>>>>>> my outcome variable in a particular do file; replace with the name of
>>>>>>>> your outcome variable)
>>>>>>>>
>>>>>>>> 3. then display the scalar or do whatever else you want with it
>>>>>>>>
>>>>>>>> Rich
>>>>>>>>
>>>>>>>> On 3/14/11 8:28 AM, Aggie Chidlow wrote:
>>>>>>>>> Thank you Rich,
>>>>>>>>>
>>>>>>>>> I am familiar with the information and procedure you suggested.
>>>>>>>>>
>>>>>>>>> Do you happen to know if there is (i.e. for mi estimate:logit) a
>>>>>>>>> similar wrapper as the mibeta for mi estimate:regress?
>>>>>>>>>
>>>>>>>>> Aggie
>>>>>>>>>
>>>>>>>>>
>>>>>>>>> On Mon, Mar 14, 2011 at 12:17 PM, Richard Goldstein
>>>>>>>>> <richgold@ix.netcom.com> wrote:
>>>>>>>>>> see the following faq:
>>>>>>>>>>
>>>>>>>>>> http://www.stata.com/support/faqs/stat/mi_combine.html
>>>>>>>>>>
>>>>>>>>>> note that if you are using the "nocons" option of logit, the
>>>>>>>>>> pseudo-r-squared is not saved and thus you can't obtain it
>>>>>>>>>>
>>>>>>>>>> Rich
>>>>>>>>>>
>>>>>>>>>> On 3/14/11 8:13 AM, Aggie Chidlow wrote:
>>>>>>>>>>> Dear Stata users,
>>>>>>>>>>>
>>>>>>>>>>> Can somebody tell me how I could obtain the value of Pseudo R2 after
>>>>>>>>>>> "mi estimate:logit", please?
>>>>>>>>>>>
>>>>>>>>>>> I know about "mibeta" for "mi estimate:regress" but do not know (at
>>>>>>>>>>> present)  how to obtan R-squared measures from "mi estimate:logit".
>>>>>>>>>>>
>>>>>>>>>>> Many thanks in advance,
>>>>>>>>>>> Aggie
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