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Re: st: RE: mim: reg command


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: RE: mim: reg command
Date   Thu, 26 Apr 2007 18:11:27 -0500

At 11:37 AM 4/26/2007, Maarten Buis wrote:
--- Richard Williams wrote:
> I notice that when you use the mim command (available from SSC) you
> don't get an R^2 statistic, e.g.
<snip>
> Would it be legit to average the R^2 from the separate imputations,
> or to otherwise compute it

Donald Rubin answered this question on the impute list. See:
http://www.mail-archive.com/[email protected]/msg00102.html

Hope this helps,
Maarten
Thanks. I am not sure I understand his answer, but thanks. I just wish everyone would get in the habit of presenting Stata code when answering so I wouldn't have to figure these things out for myself. :)

There are other things you don't get when using mim, e.g. model chi-squares; many post-estimation commands don't work. Is there research on how often something terrible horrible awful happens if you just do something like

reg y x1 x2 x3 [iw = .20]

I'm sure the above is sub-optimal, but is it likely to matter much in practice?

Perhaps the day will come when Stata supports mim: the same way it supports svy: and all of this will be conveniently worked out for us.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam

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