st: RE: multiple imputation

["Mustillo, Sarah A" <smustill@purdue.edu>]

Amy - 

See the following FAQ:

http://www.ats.ucla.edu/stat/stata/faq/mi_r_squared.htm


Sarah

Sarah A. Mustillo, Ph.D 
Associate Professor of Sociology
Faculty Associate, Center on Aging and the Life Course
Purdue University
700 W. State St.
West Lafayette IN 47907-2059

765-496-2226
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of als59@georgetown.edu
Sent: Wednesday, September 15, 2010 12:24 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: multiple imputation

To start, I should let you know that I'm new to both Stata and this listserv, and in addition to just learning the basic stata syntax, I'm probably not as computationally sophisticated as most members here.

I have two questions. 

1)When running regressions in Stata, R-sq and Adj R-sq are provided in the output.  However, when I run mi estimate: regress (for multiple imputation), no R-sq is provided.  Does anyone know how to get the R-sq and Adj R-sq in the output while using mi?  (As a related issue, I tried using the beta option to get the standardized coefficients, but it didn't seem to work when using mi. Any way to do this?)

2) I want to use multiple imputation on sequential regression to see the change in R-sq with each block of variables.  I figured out that nestreg is the way to do run sequential regression, but it is not compatible with the mi command.  The manual says that one can use the cmdok option to force imputation of missing variables when the command is not compatible with mi, if it is a legitimate thing to do in general.  So my questions are: a) is it legitimate to use mi on missing data with nested regressions, and b) what would be the correct syntax (I can't seem to get it to work).

Thanks in advance to anyone who can help!

-Amy
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