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Re: st: Sequential regression run for imputed data
At 03:22 PM 4/29/2009, Frank Gallo wrote:
Dear All,
I performed an ice run (m=5). My desire is to perform a sequential
regression analysis (hireg) so that I can document not only the change in R2
after adding a variable but also the change in coefficients. However, using
the hireg option with mim is not permissible. Is my only option to run hireg
on a single imputed data set? However, this would eliminate the variability
in the imputed data? I would greatly appreciate any thoughts and
suggestions. Thank you.
Best regards,
Frank
First off, unless your version of Stata is pretty old, you can use
nestreg instead of hireg (although I am not sure if nestreg will work
with mim either). 2nd, I don't think you are going to get an R^2
stat with mim, but I could be wrong. 3rd, nestreg & hireg aren't
going to give you anything you couldn't do manually. In particular,
you can run each model and then use the test command to see whether
the added coefficients are significant. See the -postestimation-
section of the -mim- help.
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Richard Williams, Notre Dame Dept of Sociology
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