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Re: st: comparing nested models after multiple imputation


From   [email protected] (Brendan Halpin)
To   [email protected]
Subject   Re: st: comparing nested models after multiple imputation
Date   Mon, 21 May 2012 00:14:24 +0100

On Sun, May 20 2012, Chelsea Garneau wrote:

> I'm trying to find a way to compare nested models using xtreg, xtlogit,
> xtmelogit, xtmixed after doing multiple imputation.  By "nested models" I
> mean subsequent models with additional predictors added, not multilevel -
> though my data are multilevel data as well. Because the LL's are not
> pooled, there is no e(ll) for the lrtest.  Rubin's rules combine parameter
> estimates and standard errors, not LL's, but what is the best way to test
> nested models using xt commands after mi?

That's a very interesting question[1]. Would it be sufficient to run
parallel LR-tests for each imputation, and report the mean or median
p-value, or the count of times H0 is rejected?

Brendan

[1] By which I mean, I hope someone else has a more useful answer to it. 
-- 
Brendan Halpin,   Department of Sociology,   University of Limerick,   Ireland
Tel: w +353-61-213147  f +353-61-202569  h +353-61-338562;  Room F1-009 x 3147
mailto:[email protected]    ULSociology on Facebook: http://on.fb.me/fjIK9t
http://teaching.sociology.ul.ie/bhalpin/wordpress         twitter:@ULSociology

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