Re: st: multiple imputation + transformation of parameters

[Constantine Daskalakis <C_Daskalakis@mail.jci.tju.edu>]

At 05:55 AM 5/13/2004, Marcello Pagano wrote:
> Michael is having problems posting this:
>
> m.p.
>
> -------- Original Message --------
>
> Hi,
>   I want to report confidence intervals for odds ratios.  It's clear
> that -MIFIT- is working with the underlying betas even when one uses the
> logistic command.  What STATA reports as the MI estimate for the odds
> ratio is the exponentiated value of the betas averaged across the
> imputations.
>
>    It makes more sense to me to transform the betas before the
> averaging.  My sense is that one should do all steps in the analyses
> before implementing Rubin's rules.
>
>    Does this sound right?  Can anyone make a counter-argument?
>
> thanks
> Michael
I do not think so.
The estimands are the betas in the regression. Therefore, imputation should 
be on the betas.
Also, the distribution of the beta-hats is probably going faster to 
normality than that of exp(beta-hat). It is the same reason why we do 
asymptotic CIs on the log odds ratio scale (beta-hat plus/minus 
z*se[beta-hat]) and *then* exponentiate the limits, rather than doing the 
calculation directly on the odds ratio scale.





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________________________________________________________________
Constantine Daskalakis, ScD
Assistant Professor,
Biostatistics Section, Thomas Jefferson University,
211 S. 9th St. #602, Philadelphia, PA 19107
   Tel: 215-955-5695
   Fax: 215-503-3804
   Email: c_daskalakis@mail.jci.tju.edu
   Webpage: http://www.jefferson.edu/medicine/pharmacology/bio/  
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