Hello,
I am trying to obtain adjusted predicted probabilities using multiply imputed datasets (ice)
I am using the "mim: predict" post-estimation command. When I try to run this command however, I get the following error:
"unrecognized command: mim2a". I have included code for a simple model for illustration and provide the output below.
Have others come across this particular issue?
Thank you for any information you can provide.
Best,
Jessica
xi: mim: mlogit cesd5080change sexrsp
Multiple-imputation estimates (mlogit) Imputations = 5
Multinomial logistic regression Minimum obs = 4945
Minimum dof = 998.0
------------------------------------------------------------------------------
cesd5080ch~e | Coef. Std. Err. t P>|t| [95% Conf. Int.] FMI
-------------+----------------------------------------------------------------
-2 |
sexrsp | .20157 .075503 2.67 0.008 .053406 .349733 .
_cons | -1.33384 .124096 -10.75 0.000 -1.57736 -1.09032 .
-------------+----------------------------------------------------------------
-1 |
sexrsp | -.049931 .099588 -0.50 0.616 -.245357 .145494 .
_cons | -1.66233 .159318 -10.43 0.000 -1.97497 -1.34969 .
-------------+----------------------------------------------------------------
1 |
sexrsp | .066275 .12884 0.51 0.607 -.186553 .319103 .
_cons | -2.41647 .209182 -11.55 0.000 -2.82696 -2.00598 .
-------------+----------------------------------------------------------------
2 |
sexrsp | .345997 .097458 3.55 0.000 .15475 .537244 .
_cons | -2.17878 .163217 -13.35 0.000 -2.49906 -1.85849 .
------------------------------------------------------------------------------
. mim: predict pred2, outcome(2)
unrecognized command: mim2a
Jessica Schumacher
University of Wisconsin-Madison
School of Medicine and Public Health
Department of Population Health Sciences
W.A.R.F. Office Building, Room 550
610 Walnut Street
Madison, WI 53726
(608) 263-4416
----- Original Message -----
From: Kit Baum <[email protected]>
Date: Saturday, May 9, 2009 6:05 am
Subject: st: Re: Endogeneity test for probit models
To: [email protected]
> <>
> webuse auto,clear
> probit foreign price mpg, nolog
> ivprobit foreign price (mpg = weight displacement gear_ratio), nolog
>
> As you can see, ivprobit provides a test of endogeneity (the null is
>
> exogeneity) of the regressors that are instrumented. But if you have
>
> some suspect regressors and no instruments, how can you contemplate
> estimating an ivprobit model? You can't test for IV vs non-IV
> solutions without a specified IV model.
>
>
> Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
> An Introduction to Stata Programming
>
> | http://www.stata-press.com/books/isp.html
> An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
>
>
>
> On May 9, 2009, at 02:33 , Sergio wrote:
>
> > I have several doubts about Hausman and Smith-Blundell test for
> > exogeneity
> > (probexog). I?m estimating a Probit model and I suspect that one
>
> > of the
> > explanatory variables is not exogenous. Then, don?t know how can I
>
> > do test for
> > endogeneity:
> > 1. Is Hausman Test an appropriate test for endogeneity in probit
> > regressions,
> > how can I perform It to compare two probit specifications? I?ve seen
>
> > some
> > examples of Hausman test but always comparing probit vs others
>
> > estimation
> > methods (i.e. IVprobit)
> >
> > 2. I try to run Smith-Blundell test, but reading some threads
> > (http://www.stata.com/statalist/archive/2006-04/msg00574.html) and
>
> > stata
> > commands probexog , I can see that some instruments are required
>
> > for it, and
> > I don?t have any variable for this purpose.
> >
> > 3. I need at least to conclude that suspect variable is endogenous,
>
> > and there is
> > not data at hand to estimate IVprobit, but can I do this if I can´t
>
> > perform
> > Smith-Blundell test?
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
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