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st: Using -estout- with multiply-imputed data: how to report r2 and r2_a


From   "Nic" <[email protected]>
To   <[email protected]>
Subject   st: Using -estout- with multiply-imputed data: how to report r2 and r2_a
Date   Wed, 2 Mar 2011 12:14:39 -0500

I am a student and I have recently been teaching myself how to use Stata 11's multiple imputation commands as well as the excellent -estout- package. My reason for posting is because I am having a problem when trying to use the -estout- package with a multiply-imputed data set.

I am trying to create some tables using -estout- which compare several OLS models. I'd like to include 'R-Square' and 'Adjusted R-Square' in the summary statistics. Acock (A Gentle Introduction to Stata, 2010) says to use the -mibeta- command written by Julia Marchenko. This does indeed produce the results in Stata's screen output, but I cannot figure out how to get the -estout- package to include these summary statistics in its output. Here is my .do file (as used on a previously multiply-imputed data set):
-----
eststo clear
eststo: quietly mibeta d1 g c* s*, fisherz miopts(post)
eststo: quietly mibeta d1 g c* s* f*, fisherz miopts(post)
eststo: quietly mibeta d1 g c* s* f* e*, fisherz miopts(post)
esttab using table7.csv, cells("b(fmt(3)) se(fmt(2)) p(fmt(3)star)") drop(_cons) noobs stardetach starlevels(* 0.05) nonumbers mlabels("Model 1" "Model 2" "Model 3") stats(r2 r2_a, labels("R-Square" "Adjusted R-Square"))
-----

I think I have figured out that -eststo- will not work with -mibeta- unless the 'miopts(post)' option is used. Without this option, my tables would not include any data at all (i.e., the b, se, and p would all be blank). I can now produce a table with b, se, and p for all the models, but the r2 and r2_a are still blank. I believe this means that they are not being 'posted'?

So my question is: is it possible to use the -estout- package to report the r2 and r2_a summary statistics for multiply-imputed data? If so, how?

Obviously I can obtain 'R-Squared' and 'Adjusted R-Squared' with Stata's screen output using -mibeta- and then manually write them in my tables, but I'm trying to learn how to automate my work as much as possible.

Thanks for your consideration and sorry for the lengthy post.

Nic
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