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Re: st: Multiple-imputation estimates and log-likelihood


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multiple-imputation estimates and log-likelihood
Date   Fri, 25 Oct 2013 14:57:10 +0200

On Fri, Oct 25, 2013 at 2:40 PM, James Bernard wrote:
> The -mim-command which performs multiple-imputation estimates across
> imputed observations does not produce the typical test-statistics
> (log-likelihood ratio etc). Perhaps, the reason is that averaging doe
> snot make sense across these statistics.

It is a statistical challenge, but not unsolvable. See this
presentation of Rose Anne Medeiros at the 2008 North American Stata
Users' group meeting:
http://www.stata.com/meeting/fnasug08/medeiros_2008.pdf

However, you should probably be using -mi-, and in particular -mi
test-, rather than -mim-.

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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