Re: st: Partial F Test on a Multiple Imputed Set

[Steve Samuels <sjsamuels@gmail.com>]

The solution can be found in the Manual Entry for -mi test-, in particular Example 2: Testing Linear Hypotheses.

Steve

On May 27, 2013, at 11:09 AM, Eduardo Moreira wrote:

Dear all,

I am sorry if this has been asked before, but I searched and couldn't find the answer to this question.

Say you want to compare 2 regression models on the same dependent variable Y. The second model contains 2 dummy variables, D1 and D2.

- Model A: Y = b0 + bX
- Model B: Y = b0 + bX + bD1 + bD2

usually what I would do is:

regress Y X D1 D2
test D1 + D2 == 0

So far, so good, right?

The problem I run into is when I try to do the same with a mulitple imputed set. I run the following commands:

mi estimate: regress Y X D1 D2
mi test D1 + D2 == 0

The regression works fine, but test part doesn't. It gives the following error message: "=exp not allowed".

Is there some way to perform this Partial F-test on a MI set?

Thanks,
Eduardo Moreira
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