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Re: st: -mi- Suite and Robust Standard Errors?


From   daniel klein <klein.daniel.81@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -mi- Suite and Robust Standard Errors?
Date   Fri, 3 Jun 2011 11:12:39 +0200

John,

I am not an expert on the topic, but I do not see a reason why robust
standard errors should not be calculated in multiply imputed datasets.
All that –mi estimate- (basically) does is pooling the standard errors
from the imputed datasets, accounting for between imputation variance.
The standard errors in each imputed datasets should, of course, be
valid and if you feel they should, in order to be valid, be obtained
using –vce(robust)- option, I guess you should do so.

Best
Daniel

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