Re: st: combining chi square and p values of multiple imputed data

[jl591164@albany.edu]

This makes a lot of sense. Thanks, Stas. I will use the mim logit.
Junqing

> On Fri, Jun 18, 2010 at 4:29 PM,  <jl591164@albany.edu> wrote:
>> My data is multiple imputed and I need to test whether two dummy
>> variables
>> are associated. I used -mim: tabulate y x-. The results give chi square,
>> and p value of each imputed dataset. How I can obtain the combined test
>> of
>> the significace across imputed datasets by stata command or by
>> calculating
>> if i have the formula? I read that it is not o.k. to average the test
>> statistics across imputed dataset. Thanks in advance.
>
> That is one of those areas where you think there is an obvious answer,
> and surprised not to find it in Stata. If there were, it would've been
> implemented; and the reason it is not implemented is that it is not
> possible to come up with a meaningful way to combine them. You can
> combine the data sets for point and variance estimation purposes, but
> that's all. If something like -testnl- is supported after -mim-, then
> you can combine the cell probabilities into a Wald test of
> independence. That would be quite an exercise of manipulating the
> parameter names though. In a 2x2 example with cell probabilities p11,
> p12, p21 and p22, the margins are (p11+p12) and (p21+p22) for one
> dimension, and (p11+p21) and (p12+p22) for the other. So the test for
> independence will be: H_0: p11 = (p11+p12)*(p11+p21). You can
> substitute any other cell, I believe they will all be equivalent, as
> it would result in a 1df test whichever way. In larger tables, you
> will have longer expressions for the margins, and more of these
> equation you could test.
>
> It would be easier for you to run
>
> mim: logit dummy1 dummy2
>
> and get your p-value from Wald test there.
>
> --
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
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