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Re: st: ivreg or ivpois with mi estimate


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: ivreg or ivpois with mi estimate
Date   Fri, 7 Dec 2012 14:22:04 -0500

Alejandro Ganimian <[email protected]> :
I don't know why -ivregress- is not on the list at
http://www.stata.com/help.cgi?mi_estimation#estimation_command
though I expect Statacorp can weigh in.

I suspect you can simply run your command (-ivregress- or -ivpois- or
-gmm-) in each imputed sample, and use Rubin's rules to aggregate to
consistent estimates of coef and SE.

On Fri, Dec 7, 2012 at 12:24 PM, Alejandro Ganimian
<[email protected]> wrote:
> Hi Statalist--
>
> I am running Stata 12 and I am trying to run an IVE with "mi estimate"
> but I noticed that "ivreg" is not among the supported commands.
>
> In particular, I want to use "ivpois".
>
> Does anyone have some helpful advice on how to do this?
>
> Thanks,
>
> Alejandro
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