Re: st: Pseudo R2 after "mi estimate:logit"

[Aggie Chidlow <mojamalarybka@googlemail.com>]

Hi (again) Rich,

My do-file is:

mi set mlong
mi query
mi describe
mi misstable sum
generate lnx = cond(x==0, mindouble(), log(x3))
mi register imputed lnx
set seed 29390
mi describe
mi impute mvn lnx = x1 x2 x3 x4 x5 x6 x7,add(30)
mi estimate: logit x1 x2 x3 x4 x5 x6 x7 lnx
mi xeq 0 1 30: logit x1 x2 x3 x4 x5 x6 x7 lnx

For example from "mi xeq 30:logit x1 x2 x3 x4 x5 x6 x7 lnx" I can see
Wald test.However, from "mi estimate: logit x1 x2 x3 x4 x5 x6 x7 lnx"
I can only see F test. So, how can I get Wald test from "mi estimate:
logit"?

Further, how do I know that 30 imputations (M=30) is the adequate
number? I am asking because according to Rubin (1987) only 3-10
imputations may be needed?



On Mon, Mar 14, 2011 at 6:07 PM, Richard Goldstein
<richgold@ix.netcom.com> wrote:
> Aggie,
>
> 1. I don't understand what you are saying, or seeing, re: Wald tests --
> and you aren't sending your code/commands
>
> 2. I do not see the exact definition that Stata is using for the F-test
> in -mi estimate: logit ..."; I suggest you send an email to tech support
> (tech-support@stata.com)
>
> 3. I have never used -mi add-
>
> Rich
>
> On 3/14/11 1:48 PM, Aggie Chidlow wrote:
>> Thank you Rich,
>>
>> As I am new to "mi estimate" and trying to learn it, I am getting a
>> bit confused when looking at my outputs..so appologies for any silly
>> questions.
>>
>> I see the same when I look at the overall model using "mi estimate:logit".
>> However when I look at "mi xeq 0 1 20" I can see Wald tests.
>>
>> Dose it mean that the F - test (for M) in "mi estimate:logit"
>> represents Wald test from individual m?
>>
>> Further, how do I choose the appropriate M in add()?
>>
>>
>> On Mon, Mar 14, 2011 at 3:00 PM, Richard Goldstein
>> <richgold@ix.netcom.com> wrote:
>>> 1. next to each predictor I see a t-test
>>>
>>> 2. at the top of the output I see an F-test
>>>
>>> I still don't understand what Wald test you are looking for
>>>
>>> Rich
>>>
>>> On 3/14/11 10:06 AM, Aggie Chidlow wrote:
>>>> The one for "mi estimate:logit" for over imputed data.
>>>> I can see it for each M but can't see it for the whole model.
>>>>
>>>> So, can you tell me whare you are looking,please?
>>>> Aggie
>>>>
>>>> On Mon, Mar 14, 2011 at 1:35 PM, Richard Goldstein
>>>> <richgold@ix.netcom.com> wrote:
>>>>> What Wald test are you referring to? I certainly see them for the predictors
>>>>>
>>>>> Rich
>>>>>
>>>>> On 3/14/11 9:24 AM, Aggie Chidlow wrote:
>>>>>> Thank you Rich,
>>>>>>
>>>>>> I got it now... I made a mistake in the "qui mi xeq 1/`M': ..." hence
>>>>>> my results looked strange (to me).
>>>>>>
>>>>>> If I may...
>>>>>> As I am used to reporting Wald test for the logit model.
>>>>>> Looing at the results you do not get it by using "mi estimate: logit".
>>>>>> Do you know how I can get it?
>>>>>> Or is it not being reported in mi estimate:logit?
>>>>>>
>>>>>> On Mon, Mar 14, 2011 at 1:02 PM, Richard Goldstein
>>>>>> <richgold@ix.netcom.com> wrote:
>>>>>>> as you can see from the code, I am collecting e(r2_p) and this is
>>>>>>> pseudo-r-squared;
>>>>>>>
>>>>>>> I have no idea what you mean by "strange result", but you can look at
>>>>>>> each regression by dropping the "qui" and displaying "e(r2_p)"
>>>>>>>
>>>>>>> Rich
>>>>>>>
>>>>>>> On 3/14/11 8:58 AM, Aggie Chidlow wrote:
>>>>>>>> Hi Rich,
>>>>>>>> Thank you for the do file.
>>>>>>>> It is much appreciate.
>>>>>>>>
>>>>>>>> One more question, if you don't mind (soory if it a silly one).
>>>>>>>>
>>>>>>>> Is your scalar R2 or Pseudo-R2?
>>>>>>>> I am asking because when following your do file with my (varlist) I
>>>>>>>> get strange result for my Pseudo-R2.
>>>>>>>>
>>>>>>>>
>>>>>>>> On Mon, Mar 14, 2011 at 12:36 PM, Richard Goldstein
>>>>>>>> <richgold@ix.netcom.com> wrote:
>>>>>>>>> to the best of my knowledge, there is no similar wrapper; here is how I
>>>>>>>>> have done it in the past, in a do file:
>>>>>>>>>
>>>>>>>>> 0. set up your right-hand-side variables (predictors) in a local; below,
>>>>>>>>> mine is called `rhs'
>>>>>>>>>
>>>>>>>>> 1. noi estimate the model so you get result
>>>>>>>>>
>>>>>>>>> 2. then
>>>>>>>>> qui mi query
>>>>>>>>> local M=r(M)
>>>>>>>>> scalar r2=0
>>>>>>>>> scalar cstat=0
>>>>>>>>> qui mi xeq 1/`M': logit acuteall `rhs'; scalar r2=r2+e(r2_p)
>>>>>>>>> scalar r2=r2/`M'
>>>>>>>>>
>>>>>>>>> the "qui" on the mi xeq command is so that you don't see the logit for
>>>>>>>>> each of your imputed data sets (note that "acuteall" is just the name of
>>>>>>>>> my outcome variable in a particular do file; replace with the name of
>>>>>>>>> your outcome variable)
>>>>>>>>>
>>>>>>>>> 3. then display the scalar or do whatever else you want with it
>>>>>>>>>
>>>>>>>>> Rich
>>>>>>>>>
>>>>>>>>> On 3/14/11 8:28 AM, Aggie Chidlow wrote:
>>>>>>>>>> Thank you Rich,
>>>>>>>>>>
>>>>>>>>>> I am familiar with the information and procedure you suggested.
>>>>>>>>>>
>>>>>>>>>> Do you happen to know if there is (i.e. for mi estimate:logit) a
>>>>>>>>>> similar wrapper as the mibeta for mi estimate:regress?
>>>>>>>>>>
>>>>>>>>>> Aggie
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>> On Mon, Mar 14, 2011 at 12:17 PM, Richard Goldstein
>>>>>>>>>> <richgold@ix.netcom.com> wrote:
>>>>>>>>>>> see the following faq:
>>>>>>>>>>>
>>>>>>>>>>> http://www.stata.com/support/faqs/stat/mi_combine.html
>>>>>>>>>>>
>>>>>>>>>>> note that if you are using the "nocons" option of logit, the
>>>>>>>>>>> pseudo-r-squared is not saved and thus you can't obtain it
>>>>>>>>>>>
>>>>>>>>>>> Rich
>>>>>>>>>>>
>>>>>>>>>>> On 3/14/11 8:13 AM, Aggie Chidlow wrote:
>>>>>>>>>>>> Dear Stata users,
>>>>>>>>>>>>
>>>>>>>>>>>> Can somebody tell me how I could obtain the value of Pseudo R2 after
>>>>>>>>>>>> "mi estimate:logit", please?
>>>>>>>>>>>>
>>>>>>>>>>>> I know about "mibeta" for "mi estimate:regress" but do not know (at
>>>>>>>>>>>> present)  how to obtan R-squared measures from "mi estimate:logit".
>>>>>>>>>>>>
>>>>>>>>>>>> Many thanks in advance,
>>>>>>>>>>>> Aggie
> *
> *   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/
>

*
*   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/