Stata 15 help for mi_estimate_using

[MI] mi estimate using -- Estimation using previously saved estimation results

Syntax

Compute MI estimates of coefficients using previously saved estimation results

mi estimate using miestfile [, options]

Compute MI estimates of transformed coefficients using previously saved estimation results

mi estimate [spec] using miestfile [, options]

where spec may be one or more terms of the form ([name:] exp). exp is any function of the parameter estimates allowed by nlcom.

miestfile.ster contains estimation results previously saved by mi estimate, saving(miestfile); see [MI] mi estimate.

options Description ------------------------------------------------------------------------- Options nimputations(#) specify number of imputations to use; default is to use all existing imputations imputations(numlist) specify which imputations to use estimations(numlist) specify which estimation results to use mcerror compute Monte Carlo error estimates ufmitest perform unrestricted FMI model test nosmall do not apply small-sample correction to the degrees of freedom

Tables [no]citable suppress/display standard estimation table containing parameter-specific confidence intervals; default is citable dftable display degrees-of-freedom table; dftable implies nocitable vartable display variance information about estimates; vartable implies citable table_options control table output display_options control columns and column formats, row spacing, display of omitted variables and base and empty cells, and factor-variable labeling

Reporting level(#) set confidence level; default is level(95) dots display dots as estimations are performed noisily display any output from nlcom if transformations are specified trace trace nlcom if transformations are specified; implies noisily replay replay command-specific results from each individual estimation in miestfile.ster; implies noisily cmdlegend display the command legend nogroup suppress summary about groups displayed for xt commands me_options control output from mixed-effects commands

Advanced errorok allow estimation even when nlcom errors out in some imputations; such imputations are discarded from the analysis

coeflegend display legend instead of statistics nowarning suppress the warning about varying estimation sample noerrnotes suppress error notes associated with failed estimation results in miestfile.ster showimputations show imputations saved in miestfile.ster eform_option display coefficients table in exponentiated form post post estimated coefficients and VCE to e(b) and e(V) ------------------------------------------------------------------------- coeflegend, nowarning, noerrnotes, showimputations, eform_option, and post do not appear in the dialog box.

table_options Description ------------------------------------------------------------------------- noheader suppress table header(s) notable suppress table(s) nocoef suppress table output related to coefficients nocmdlegend suppress command legend that appears in the presence of transformed coefficients when nocoef is used notrcoef suppress table output related to transformed coefficients nolegend suppress table legend(s) nocnsreport do not display constraints -------------------------------------------------------------------------

See [MI] mi estimate postestimation for features available after estimation. To replay results, type mi estimate without arguments.

Menu

Statistics > Multiple imputation

Description

mi estimate using miestfile is for use after mi estimate, saving(miestfile): .... It allows obtaining multiple-imputation (MI) estimates, including standard errors and confidence intervals, for transformed coefficients or the original coefficients, this time calculated on a subset of the imputations. The transformation can be linear or nonlinear.

Options

+---------+ ----+ Options +----------------------------------------------------------

nimputations(#) specifies that the first # imputations be used; # must be M_min <= # <= M, where M_min = 3 if mcerror is specified and M_min = 2, otherwise. The default is to use all imputations, M. Only one of nimputations(), imputations(), or estimations() may be specified.

imputations(numlist) specifies which imputations to use. The default is to use all of them. numlist must contain at least two numbers corresponding to the imputations saved in miestfile.ster. If mcerror is specified, numlist must contain at least three numbers. You can use the showimputations option to display imputations currently saved in miestfile.ster. Only one of nimputations(), imputations(), or estimations() may be specified.

estimations(numlist) does the same thing as imputations(numlist), but this time the imputations are numbered differently. Say that miestfile.ster was created by mi estimate and mi estimate was told to limit itself to imputations 1, 3, 5, and 9. With imputations(), the imputations are still numbered 1, 3, 5, and 9. With estimations(), they are numbered 1, 2, 3, and 4. Usually, one does not specify a subset of imputations when using mi estimate, and so usually, the imputations() and estimations() options are identical. The specified numlist must contain at least two numbers. If mcerror is specified, numlist must contain at least three numbers. Only one of nimputations(), imputations(), or estimations() may be specified.

mcerror specifies to compute Monte Carlo error (MCE) estimates for the results displayed in the estimation, degrees-of-freedom, and variance-information tables. MCE estimates reflect variability of MI results across repeated uses of the same imputation procedure and are useful for determining an adequate number of imputations to obtain stable MI results; see White, Royston, and Wood (2011) for details and guidelines.

MCE estimates are obtained by applying the jackknife procedure to multiple-imputation results. That is, the jackknife pseudovalues of MI results are obtained by omitting one imputation at a time; see [R] jackknife for details about the jackknife procedure. As such, the Monte Carlo error computation requires at least three imputations.

If level() is specified during estimation, MCE estimates are obtained for confidence intervals with the specified confidence level instead of using the default 95% confidence level. If any of the options described in [R] eform_option is specified during estimation, MCE estimates for the coefficients, standard errors, and confidence intervals in the exponentiated form are also computed. mcerror can also be used upon replay to display MCE estimates. Otherwise, MCE estimates are not reported upon replay even if they were previously computed.

ufmitest specifies that the unrestricted fraction missing information (FMI) model test be used. The default test performed assumes equal fractions of information missing due to nonresponse for all coefficients. This is equivalent to the assumption that the between-imputation and within-imputation variances are proportional. The unrestricted test may be preferable when this assumption is suspect provided the number of imputations is large relative to the number of estimated coefficients.

nosmall specifies that no small-sample correction be made to the degrees of freedom. By default, individual tests of coefficients (and transformed coefficients) use the small-sample correction of Barnard and Rubin (1999), and the overall model test uses the small-sample correction of Reiter (2007).

+--------+ ----+ Tables +-----------------------------------------------------------

All table options below may be specified at estimation time or when redisplaying previously estimated results.

citable and nocitable specify whether the standard estimation table containing parameter-specific confidence intervals is displayed. The default is citable. nocitable can be used with vartable to suppress the confidence interval table.

dftable displays a table containing parameter-specific degrees of freedom and percentages of increase in standard errors due to nonresponse. dftable implies nocitable.

vartable displays a table reporting variance information about MI estimates. The table contains estimates of within-imputation variances, between-imputation variances, total variances, relative increases in variance due to nonresponse, fractions of information about parameter estimates missing due to nonresponse, and relative efficiencies for using finite M rather than a hypothetically infinite number of imputations. vartable implies citable.

table_options control the appearance of all displayed table output:

noheader suppresses all header information from the output. The table output is still displayed.

notable suppresses all tables from the output. The header information is still displayed.

nocoef suppresses the display of tables containing coefficient estimates. This option affects the table output produced by citable, dftable, and vartable.

nocmdlegend suppresses the table legend showing the command line, used to produce results in miestfile.ster, from the output. This legend appears above the tables containing transformed coefficients (or above the variance-information table if vartable is used) when nocoef is specified.

notrcoef suppresses the display of tables containing estimates of transformed coefficients (if specified). This option affects the table output produced by citable, dftable, and vartable.

nolegend suppresses all table legends from the output.

nocnsreport; see [R] estimation options.

display_options: noci, nopvalues, noomitted, vsquish, noemptycells, baselevels, allbaselevels, nofvlabel, fvwrap(#), fvwrapon(style), cformat(%fmt), pformat(%fmt), and sformat(%fmt); see [R] estimation options.

+-----------+ ----+ Reporting +--------------------------------------------------------

level(#); see [R] estimation options.

dots specifies that dots be displayed as estimations of transformed coefficients are successfully completed. An x is displayed if nlcom fails to estimate one of the transformed coefficients specified in spec. This option is relevant only if transformations are specified.

noisily specifies that any output from nlcom, used to obtain the estimates of transformed coefficients, be displayed. This option is relevant only if transformations are specified.

trace traces the execution of nlcom. trace implies noisily and is relevant only if transformations are specified.

replay replays estimation results from miestfile.ster, previously saved by mi estimate, saving(miestfile). This option implies noisily.

cmdlegend requests that the command line corresponding to the estimation command used to produce the estimation results saved in miestfile.ster be displayed. cmdlegend may be specified at run time or when redisplaying results.

nogroup suppresses the display of group summary information (number of groups, average group size, minimum, and maximum) as well as other command-specific information displayed for xt commands.

me_options: stddeviations, variance, noretable, nofetable, and estmetric. These options are relevant only with the mixed-effects commands meqrlogit (see [ME] meqrlogit), meqrpoisson (see [ME] meqrpoisson), and mixed (see [ME] mixed). See the corresponding mixed-effects commands for more information. The stddeviations option is the default with mi estimate using. The estmetric option is implied when vartable or dftable is used.

+----------+ ----+ Advanced +---------------------------------------------------------

errorok specifies that estimations of transformed coefficients that fail be skipped and the combined results be based on the successful estimation results. The default is that mi estimate stops if an individual estimation fails. If the miestfile.ster file contains failed estimation results, mi estimate using does not error out; it issues notes about which estimation results failed and discards these estimation results in the computation. You can use the noerrnotes option to suppress the display of the notes.

The following options are available with mi estimate using but are not shown in the dialog box:

coeflegend; see [R] estimation options. coeflegend implies nocitable and cannot be combined with citable or dftable.

nowarning suppresses the warning message at the bottom of table output that occurs if the estimation sample varies and esampvaryok is specified. See Potential problems that can arise when using mi estimate in [MI] mi estimate for details.

noerrnotes suppresses notes about failed estimation results. These notes appear when miestfile.ster contains estimation results, previously saved by mi estimate, saving(miestfile), from imputations for which the estimation command used with mi estimate failed to estimate parameters.

showimputations displays imputation numbers corresponding to the estimation results saved in miestfile.ster. showimputations may be specified at run time or when redisplaying results.

eform_option; see [R] eform_option. mi estimate using reports results in the coefficient metric under which the combination rules are applied. You may use the appropriate eform_option to redisplay results in exponentiated form, if desired. If dftable is also specified, the reported degrees of freedom and percentage increases in standard errors are not adjusted and correspond to the original coefficient metric.

post requests that MI estimates of coefficients and their respective VCEs be posted in the usual way. This allows the use of estimation_command-specific postestimation tools with MI estimates. There are issues; see Using the command-specific postestimation tools in [MI] mi estimate postestimation. post may be specified at estimation time or when redisplaying previously estimated results.

Example

Use previously saved estimates to obtain estimate of the ratio of coefficients; (1) make the previously saved estimates . webuse mhouses1993s30 . mi estimate, saving(miest): regress price tax sqft age nfeatures ne custom corner

(2) use previously saved estimates to obtain estimate of the desired ratio . mi estimate (ratio: _b[age]/_b[sqft]) using miest

Compute Monte Carlo error estimates of coefficients and the ratio of coefficients . mi estimate (ratio: _b[age]/_b[sqft]) using miest, mcerror

If you just ran this example, when you are through, erase file containing previous estimates, . erase miest.ster

Stored results

See Stored results in [MI] mi estimate.

References

Barnard, J., and D. B. Rubin. 1999. Small-sample degrees of freedom with multiple imputation. Biometrika 86: 948-955.

Reiter, J. P. 2007. Small-sample degrees of freedom for multi-component significance tests with multiple imputation for missing data. Biometrika 94: 502-508.

White, I. R., P. Royston, and A. M. Wood. 2011. Multiple imputation using chained equations: Issues and guidance for practice. Statistics in Medicine 30: 377-399.


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index