Alan Taylor <[email protected]> reported what seems to be a potential
bug in -mi test- when it is used with factor variables:
> I ran this analysis on an imported imputed dataset in Stata:
>
> . mi estimate, cmdok: ///
> xtmixed IEStot Group##MQvsComgrps##PTSS_2Grps##time || subject:, variance
>
> I then wanted to test whether the four-way interaction was significant, and
> tried
>
> . mi test Group#MQvsComgrps#PTSS_2Grps#time
> Group#MQvsComgrps#PTSS_2Grps#time not found
> r(111);
The above is intended behavior rather than a bug. Similar to the -test-
command, the -mi test- command does not allow the above specification for
simultaneous testing of all interaction levels. You must list interaction
level indicators directly as Alan demonstrated below:
> I found, however, that the full specification of the test did work OK with
> -mi- :
>
> . mi test 2.Group#2.MQvsComgrps#1.PTSS_2Grps#2.time ///
> 2.Group#2.MQvsComgrps#1.PTSS_2Grps#3.time ///
> 2.Group#2.MQvsComgrps#1.PTSS_2Grps#4.time
> note: assuming equal fractions of missing information
>
> ( 1) [IEStot]2.Group#2.MQvsComgrps#1.PTSS_2Grps#2.time = 0
> ( 2) [IEStot]2.Group#2.MQvsComgrps#1.PTSS_2Grps#3.time = 0
> ( 3) [IEStot]2.Group#2.MQvsComgrps#1.PTSS_2Grps#4.time = 0
>
> F( 3,23565.0) = 0.33
> Prob > F = 0.8035
>
More generally, -mi test- as well as -test- do not accept the <varlist>
specification of which Alan's specification of
Group#MQvsComgrps#PTSS_2Grps#time is a particular case. Instead, these
commands require the <coeflist> specification.
The <coeflist> specification described in detail in -help test- is more
restrictive than the <varlist> specification (see -help varlist-). For
example, it does not allow certain shorthand conventions such as myvar*,
my~var, etc. which are allowed with variable names. The <coeflist>
specification includes the names as stored in matrix column names of the saved
coefficient matrix, -e(b)-.
As of Stata 11, you can use the -coeflegend- option with most Stata estimation
commands and -mi estimate-, in particular, to display the coefficient names
along with other information. The -coeflegend- option can be specified on
replay if you need to look up these names after fitting the original model.
For example, Alan can type
. mi estimate, coeflegend
to see coefficient names. See -help estimation options- to read more about
the -coeflegend- option.
Note that the -testparm- command does allow the <varlist> specification. We
will consider adding -mi testparm- in the future allowing the <varlist>
specification.
--Yulia
[email protected]
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