10/25/2002
John!
I would be interested in testing your package. I am
using suest (regh) and test(nl) in combination. When I
figure out how to get the vector and covariance matrix
used by test, I would like to be able to combine the
estimates based on 10 multiply imputed datasets.
David, [email protected]
John Carlin wrote:
>
> We have recently completed a suite of ado files that will do what
> Jennifer needs. They provide flexible data manipulation and combined
> inferences from multiply imputed datasets. The -mifit- inferences
> (should!) work for any Stata estimation command. This package has
> been submitted to the Stata Journal but I will send a copy separately
> to Jennifer and am happy for others to beta-test if interested. Would
> prefer not to post the software for general use until after review
> and changes from first round of testing.
>
> John Carlin
>
> >Date: Tue, 22 Oct 2002 07:36:52 -0500 (CDT)
> >From: Jennifer Nicoll Victor <[email protected]>
> >Subject: st: Estimate parameters from multiple datasets
> >Stata Experts:
> >I am writing to ask if anyone has do- code or guidance for generating
> >estimates from multiple datasets. I have five datasets as generated
> >from a multiple imputation (MI) process to fill-in missing values. I am
> >obtaining poisson estimates and need to generate a single parameter
> >estimate from the five datasets.
> >King et al. (2001) provide guidance for the cofficients and their SEs.
> >The coefficients are easy enough, you just average them. But the SEs are
> >more tricky (see equation (3) in King et al. 2001 APSR).
> >Can anyone provide guidance in generating the code to compute a single SE
> >for each estimate from these five datasets?
> >Thanks very much!
> >Jennifer
> >- ----------------------------------------
> >Jennifer Nicoll Victor
> >Ph.D. Candidate in Political Science
> >Washington University in St. Louis
> >E-mail: [email protected]
> >Homepage: www.artsci.wustl.edu/~jnvictor
> >- ----------------------------------------
> >
> >Date: Tue, 22 Oct 2002 15:05:11 +0200
> >From: Thomas Gschwend <[email protected]>
> >Subject: Re: st: Estimate parameters from multiple datasets
> >clarify is your friend.
> >type
> >findit clarify
> >or download it from Kings homepage
> >Thomas
> >
> >
> >Date: Tue, 22 Oct 2002 08:06:13 -0500
> >From: Fred Wolfe <[email protected]>
> >Subject: Re: st: Estimate parameters from multiple datasets
> >You want Gary King's -miest-
> >You should be able to find it at http://gking.harvard.edu
> >Fred Wolfe
> >
> >
> >Date: Tue, 22 Oct 2002 08:09:08 -0500 (CDT)
> >From: Jennifer Nicoll Victor <[email protected]>
> >Subject: Re: st: Estimate parameters from multiple datasets
> >Thomas:
> >Thanks for the suggestion. Clarify is definitely my friend and I use it
> >all the time. However, in this case I have a model with robust standard
> >errors and a cluster option defined. Clarify will not estimate a model
> >with these specifications (well... it estimates it but does not use robust
> >SEs or clustering). Do you know of a way to use these options in
> >Clarify??? If so, I would be MOST grateful for the enlightenment.
> >Thanks a bunch!
> >- -Jennifer
> >
> >
> >
> >Date: Tue, 22 Oct 2002 09:17:19 -0400
> >From: [email protected]
> >Subject: Re: st: Estimate parameters from multiple datasets
> >- -miest- is no longer available. -clarify- has absorbed this function.
> >
> >
> >Date: Tue, 22 Oct 2002 15:35:57 +0200
> >From: Thomas Gschwend <[email protected]>
> >Subject: Re: st: Estimate parameters from multiple datasets
> >correct! If I remember correctly than -miest- does not do the trick either,
> >since clarify is based on it.
> >I once had the same problem and ended up calculating the sdterrs "by hand",
> >i.e. I set up an excel sheet, pasted in the estimation results ect.
> >You can also save the estimation results in a seperate file (-parmest-) and
> >compute the MI-stderrs in Stata.
> >Thomas
>
> John Carlin
> Professor, University of Melbourne Departments of Paediatrics and Public Health
>
> Director, Clinical Epidemiology and Biostatistics Unit
> Murdoch Children's Research Institute
> Royal Children's Hospital
> Parkville, Vic. 3052. AUSTRALIA
>
> E-mail: [email protected]
> Tel. +61-3-9345-6363 Fax +61-3-9345-6000
>
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