We have recently completed a suite of ado files that will do what
Jennifer needs. They provide flexible data manipulation and combined
inferences from multiply imputed datasets. The -mifit- inferences
(should!) work for any Stata estimation command. This package has
been submitted to the Stata Journal but I will send a copy separately
to Jennifer and am happy for others to beta-test if interested. Would
prefer not to post the software for general use until after review
and changes from first round of testing.
John Carlin
Date: Tue, 22 Oct 2002 07:36:52 -0500 (CDT)
From: Jennifer Nicoll Victor <[email protected]>
Subject: st: Estimate parameters from multiple datasets
Stata Experts:
I am writing to ask if anyone has do- code or guidance for generating
estimates from multiple datasets. I have five datasets as generated
from a multiple imputation (MI) process to fill-in missing values. I am
obtaining poisson estimates and need to generate a single parameter
estimate from the five datasets.
King et al. (2001) provide guidance for the cofficients and their SEs.
The coefficients are easy enough, you just average them. But the SEs are
more tricky (see equation (3) in King et al. 2001 APSR).
Can anyone provide guidance in generating the code to compute a single SE
for each estimate from these five datasets?
Thanks very much!
Jennifer
- ----------------------------------------
Jennifer Nicoll Victor
Ph.D. Candidate in Political Science
Washington University in St. Louis
E-mail: [email protected]
Homepage: www.artsci.wustl.edu/~jnvictor
- ----------------------------------------
Date: Tue, 22 Oct 2002 15:05:11 +0200
From: Thomas Gschwend <[email protected]>
Subject: Re: st: Estimate parameters from multiple datasets
clarify is your friend.
type
findit clarify
or download it from Kings homepage
Thomas
Date: Tue, 22 Oct 2002 08:06:13 -0500
From: Fred Wolfe <[email protected]>
Subject: Re: st: Estimate parameters from multiple datasets
You want Gary King's -miest-
You should be able to find it at http://gking.harvard.edu
Fred Wolfe
Date: Tue, 22 Oct 2002 08:09:08 -0500 (CDT)
From: Jennifer Nicoll Victor <[email protected]>
Subject: Re: st: Estimate parameters from multiple datasets
Thomas:
Thanks for the suggestion. Clarify is definitely my friend and I use it
all the time. However, in this case I have a model with robust standard
errors and a cluster option defined. Clarify will not estimate a model
with these specifications (well... it estimates it but does not use robust
SEs or clustering). Do you know of a way to use these options in
Clarify??? If so, I would be MOST grateful for the enlightenment.
Thanks a bunch!
- -Jennifer
Date: Tue, 22 Oct 2002 09:17:19 -0400
From: [email protected]
Subject: Re: st: Estimate parameters from multiple datasets
- -miest- is no longer available. -clarify- has absorbed this function.
Date: Tue, 22 Oct 2002 15:35:57 +0200
From: Thomas Gschwend <[email protected]>
Subject: Re: st: Estimate parameters from multiple datasets
correct! If I remember correctly than -miest- does not do the trick either,
since clarify is based on it.
I once had the same problem and ended up calculating the sdterrs "by hand",
i.e. I set up an excel sheet, pasted in the estimation results ect.
You can also save the estimation results in a seperate file (-parmest-) and
compute the MI-stderrs in Stata.
Thomas
John Carlin
Professor, University of Melbourne Departments of Paediatrics and Public Health
Director, Clinical Epidemiology and Biostatistics Unit
Murdoch Children's Research Institute
Royal Children's Hospital
Parkville, Vic. 3052. AUSTRALIA
E-mail: [email protected]
Tel. +61-3-9345-6363 Fax +61-3-9345-6000
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