Jennifer,
The estsimp command allows for the combination of multiple sets of
estimates.
Brendan McElroy
HRB Research Fellow
Departments of Economics and General Practice
Aras na Laoi
University College Cork
Western Road
Cork
Ireland
Tel: +353 21 490 2986
-----Original Message-----
From: John Carlin [mailto:[email protected]]
Sent: 25 October 2002 04:44
To: [email protected]
Subject: st: Re: Estimate parameters from multiple datasets
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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