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RE: st: robust standard errors, sureg, & suest
Just wondering ... does -suest- work after -sureg-? -suest- needs scores but I'm not sure -sureg- can deliver them.
--Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Austin Nichols
> Sent: 27 August 2009 15:14
> To: [email protected]
> Subject: Re: st: robust standard errors, sureg, & suest
>
> Woolton Lee<[email protected]> :
> I am just guessing that modeling covariances in the data well
> at the imputation step will be crucial, and that you will
> need a lot more imputations than usual, perhaps 100 instead
> of 5 or 10. Just guessing, as I say. You should run your
> own simulation--what is your data structure? What are you imputing?
>
> On Thu, Aug 27, 2009 at 10:02 AM, Woolton
> Lee<[email protected]> wrote:
> > I am planning to estimate a multi equation model using multiply
> > imputed data (5 imputations). I plan to use sureg and mim then use
> > suest to recover robust standard errors for the parameter estimates.
> > I am assuming this will work from what I've read in the
> help file but
> > I am not certain if there are problems to implementing this
> plan that
> > I haven't anticipated. Could someone please confirm that as far as
> > implementing my idea, it will work? Thanks.
> >
> > I believe one problem with what I've planned is that combining
> > multiply imputed estimates using sureg may not be
> guaranteed to yield
> > statistically valid results - there may not have been any
> simulation
> > studies to verify that this approach to estimation will be unbiased
> > and consistent, etc. If there is anyone that can comment
> on this as
> > well please do.
> >
>
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