Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: surprising (at least to me) behavior when using -predict- after -mim-
From
Jordan H <[email protected]>
To
[email protected]
Subject
st: surprising (at least to me) behavior when using -predict- after -mim-
Date
Thu, 24 Feb 2011 15:43:55 -0500
Dear all,
Suppose I have a data set with missing data and as such, I have used
multiple imputation to create 2 imputed data sets. As per the
documentation for -mim-, my data set is set up as follows:
_mj _mi y x
0 1 1.1 100.1
0 2 9.2 .
0 3 3.7 .
1 1 1.1 100.1
1 2 9.2 105.3
1 3 3.7 110.9
2 1 1.1 100.1
2 2 9.2 104.8
2 3 3.7 111.3
I have run -- mim: logit y x -- to fit a model and combine the
estimates across imputations. When I subsequently run -- mim:
predict y_predicted --, STATA returns predicted probabilities for
those observations that have missing data i.e.
_mj _mi y x y_predicted
0 1 0 100.1 0.39
0 2 0 . 0.25
0 3 1 . 0.56
1 1 0 100.1 0.39
1 2 0 105.3 0.71
1 3 1 110.9 0.87
2 1 0 100.1 0.39
2 2 0 104.8 0.73
2 3 1 111.3 0.86
How is it producing predicted probabilities when there is missing
data? Running -predict- after fitting a logit model produces . for
observations with missing data due to case-wise deletion. I've gone
through the documentation...what am I missing?
Related question: I have also have a test dataset which is formatted
the same as above ie. with both the original, non-imputed data in the
same file as the imputed data. Once I have fit a model on the
training dataset, I would like to analyze its predictive capabilities
by predicting from the observations in the test dataset and looking at
things like sensitivity/specificity/etc. My question here is, what
predicted probabilities should I be concerned with? Should I be
concerned with how well the model predicts the un-imputed data? Or
should I just worry about how well it predicts the data that has been
imputed?
Thanks so much for the consideration!
Jordan
---
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/