RE: st: RE: mim: reg command

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 05:55 AM 4/27/2007, Maarten Buis wrote:
> 3) Finally, Stata's excellent simulation tools can help you assess 
> how bad or good
> Richard's Rule works compared to Rubin's Rule. The point estimates 
> seem fine, but the
> coverage seems to be off. To get a better view of the coverage, you 
> would probably have
> to run the simulation longer, but even with 500 simulation it seems 
> pretty clear that with
> Richard's Rule you reject a true null hypotheses in more than 5% of 
> the samples, while the
> coverage for Rubin's Rule is closer to the nominal 5%.
"The point estimates seem fine" might suggest that Richard's Rule may 
sometimes have some redeeming social value!  We often aren't 
concerned with p-values and we often don't need the numbers to be 
exactly right.  For example, a student of mine working with a mim 
dataset wanted multicollinearity diagnostics, so she just ran the 
analysis pooling all the imputed data sets.  Sometimes, too, it is 
sufficient to know whether a diagnostic test clearly indicates that 
there is or is not a potential problem.  And, then there are things 
like the adjust command or Scott Long's spost routines, which help 
you to interpret results.  It may be sufficient for their output to 
be in the ballpark.

That is not to say that you should deliberately use numbers you know 
are wrong when you can easily get the right ones, but if the choice 
is no numbers at all versus ballpark numbers the ballpark numbers may 
be worth having.

It seems, too, that you could also do separate analyses on each 
imputed data set, to see how wildly the numbers fluctuate.

I'm not as good as Maarten is at figuring these things out and 
getting them programmed in 15 minutes, so my Stata 10 wishlist now 
includes extensive support for a mim: type command.  Ideally, it 
would be very similar to the svy: command, and do all the appropriate 
calculations, and know when, say, a Wald test is more appropriate 
than a likelihood ratio test, and so on.

Again, great post, Maarten.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/