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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Y standardization in ologit regressions with -mi- |
Date | Tue, 7 Dec 2010 14:44:23 +0000 (GMT) |
--- On Tue, 7/12/10, Daniel Escher wrote: > I performed multiple imputation on a dataset in Stata 11.1 > using -mi impute-. My basic syntax for analysis is: > . mi est, post: ologit forgive sex age south i.race > > I would like to obtain standardized coefficients. In > particular, I would like to have Y-standardization so I can > compare coefficients across models as discussed in Long & > Freese's book (http://www.stata-press.com/books/regmodcdvs.html). The dificult part is to compute the standard deviation of the latent dependent variable. Once you have that, you just devide the coefficient and standard error with that number. Below is how I would compute that standard deviation: *----------------- begin example ------------------------ use http://www.stata-press.com/data/r11/mheart0, clear mi set mlong mi register imputed bmi mi register regular attack smokes age hsgrad female alcohol mi impute regress bmi attack smokes age hsgrad female alcohol, add(20) rseed(2232) mi estimate, dots post: ologit alcohol attack smokes age bmi hsgrad female predict xb tempname sd_y scalar `sd_y' = 0 forvalues i = 1/20 { mi xeq `i': summarize xb scalar `sd_y' = `sd_y' + r(Var) } scalar `sd_y' = sqrt(`sd_y' / 20 + _pi^2/3) di `sd_y' *------------------------ end example ------------------------------ Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/