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st: stata 10 alternative to mibeta
From
Will Hauser <[email protected]>
To
[email protected]
Subject
st: stata 10 alternative to mibeta
Date
Fri, 05 Nov 2010 13:35:46 -0400
Hello listers,
Using stata 10 I have performed 100 imputations using the ICE command.
I can obtain regression results with the mim or micombine command but
neither affords betas. With the generous help of someone at the UCLA
help group I've got a do file that's close but doesn't quite do it and I
don't know enough to get it right.
The approach is to standardize all the variables then do each of the 100
regressions, save the coefficients, and then average them. If there's a
flaw in this approach, or a better one, I'm open to your ideas.
Below is the do file. Any advice you can offer would be greatly
appreciated.
Will
**M should be set to the number of imputations used to create the dataset
local M = 100
**this local identifies the independent variables used in the regression
equation
local reglist = "x1 x2 x3 x4"
* number of predictors in regression equation
local p = 4
mat beta = J(`M', `p', 0)
*local M = 100 */edited out because I think it's unnecessary
foreach i of numlist 1/`M' {
preserve
keep if _mj == `i'
foreach var of varlist `reglist' {
capture drop std_`var'
egen zz_`var' = std(`var')
}
egen z_courtsfair = std(courtsfair)
qui regress z_courtsfair zz_*
mat b=e(b)
foreach k of numlist 1/`p' {
mat beta[`i', `k'] = el(b, 1, `k')
}
restore
}
svmat beta, names(var)
*
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