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st: Multiple imputation and BIC


From   "=?UTF-8?B?5a6L5pe25q2M?=" <[email protected]>
To   [email protected]
Subject   st: Multiple imputation and BIC
Date   Mon, 9 Apr 2007 17:30:29 +0800

Dear All,

I am estimating a set of random effect model using XTMIXED. My data
has quite some missing values on important covariates. I use ICE to do
multiple imputation and use MIM to automatically combine the results.

The estimation seems fine, but when I try to get postestimation
results, I have some problems. Here is what I did:

mim: xtmixed height age boy ...||id:age, mle
mim: estat ic

I got error message "command estat not recognised by mim; try
specifying category option". Then I tried:

mim, cat(fit) estat ic

I got "cat(fit) estat ic not allowed"

If I have log likelihood, I can compute BIC and AIC myself, but the
MIM seems to suppress that part of model output.

My question is: what should I do to get log likelihood value from
models on multiply imputed data set using MIM?

Thanks!

Best,
Shige
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