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st: Using -estout- with multiply-imputed data: how to report r2 and r2_a
From
"Nic" <[email protected]>
To
<[email protected]>
Subject
st: Using -estout- with multiply-imputed data: how to report r2 and r2_a
Date
Wed, 2 Mar 2011 12:14:39 -0500
I am a student and I have recently been teaching myself how to use Stata
11's multiple imputation commands as well as the excellent -estout- package.
My reason for posting is because I am having a problem when trying to use
the -estout- package with a multiply-imputed data set.
I am trying to create some tables using -estout- which compare several OLS
models. I'd like to include 'R-Square' and 'Adjusted R-Square' in the
summary statistics. Acock (A Gentle Introduction to Stata, 2010) says to use
the -mibeta- command written by Julia Marchenko. This does indeed produce
the results in Stata's screen output, but I cannot figure out how to get
the -estout- package to include these summary statistics in its output. Here
is my .do file (as used on a previously multiply-imputed data set):
-----
eststo clear
eststo: quietly mibeta d1 g c* s*, fisherz miopts(post)
eststo: quietly mibeta d1 g c* s* f*, fisherz miopts(post)
eststo: quietly mibeta d1 g c* s* f* e*, fisherz miopts(post)
esttab using table7.csv, cells("b(fmt(3)) se(fmt(2)) p(fmt(3)star)")
drop(_cons) noobs stardetach starlevels(* 0.05) nonumbers mlabels("Model 1"
"Model 2" "Model 3") stats(r2 r2_a, labels("R-Square" "Adjusted R-Square"))
-----
I think I have figured out that -eststo- will not work with -mibeta- unless
the 'miopts(post)' option is used. Without this option, my tables would not
include any data at all (i.e., the b, se, and p would all be blank). I can
now produce a table with b, se, and p for all the models, but the r2 and
r2_a are still blank. I believe this means that they are not being 'posted'?
So my question is: is it possible to use the -estout- package to report the
r2 and r2_a summary statistics for multiply-imputed data? If so, how?
Obviously I can obtain 'R-Squared' and 'Adjusted R-Squared' with Stata's
screen output using -mibeta- and then manually write them in my tables, but
I'm trying to learn how to automate my work as much as possible.
Thanks for your consideration and sorry for the lengthy post.
Nic
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