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| From | brendan.halpin@ul.ie (Brendan Halpin) |
| To | statalist@hsphsun2.harvard.edu |
| 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:brendan.halpin@ul.ie ULSociology on Facebook: http://on.fb.me/fjIK9t http://teaching.sociology.ul.ie/bhalpin/wordpress twitter:@ULSociology * * 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/