Hello list members!
I am writing to ask about methods of pooling Amelia outputs for standard
deviation, Cohen's d, and model fit statistics such as F-statistic and
R-squared.
Specifically: (1) For SD, can I use mi.meld() to pool SDs estimated from
individual imputed datasets, similarly to pooling standard errors for
regression coefficients?
(2) For Cohen's d, can I use zelig-ls to pool the t-statistic for the dummy
predictor, and then transform the pooled t-statistic into Cohen's d?
Alternatively, can I calculate Cohen's d by each imputed dataset and then
calculate the mean of the ds? Or a third approach, to calculate Cohen's d
based on pooled mean and SD? - These approaches do not always lead to
identical results, which one is the best? Or is there yet another better
approach?
(3) For R-squared - I understand that Dr. King recommends not to focus on
model fit statistics - but just out of curiosity: mice has a function that
uses the procedure proposed by Harel (2009):
http://www.tandfonline.com/doi/pdf/10.1080/02664760802553000
a) In each ‘complete’ data,
• calculate R2 • take its squared root - R • use Fisher z-transformation to
> evaluate the normalized estimate and its variance (Q(i), V (i))
2) With the m sets of estimates and variances, • combine results using
> Rubin’s rules • the confidence interval (CI) for Q is QT ± z(α/2)√(QT) •
> inverse transform for the proportion scale • square your results.
Is this approach superior to taking the mean of estimated R-squared's from
the imputed datasets directly?
(4) For the F-statistic - Is there any recommendation other than taking the
mean of Fs from the imputed datasets?
My apologies for the many questions! Thank you in advance for any of your
help! :)
Best wishes,
Gu
--
Gu Li, MS
PhD Candidate
University of Cambridge
Department of Psychology
Free School Lane, Cambridge, CB2 3RQ
United Kingdom
Dear Amelia users/creators,
I want to write a stack of Amelia imputed data sets into a Stata format for some specific analyses and tests that I find easier in Stata.
I know that write.amelia enables this when the separate argument is set to false, and have tried the following code:
write.amelia(am.output, format="dta", file.stem="outdata", separate=FALSE,
orig.data=TRUE)
However, I get an error message: “Error in write.dta(dataframe= list…) empty string is not valid in Stata's documented format”.
Stack overflow has a thread on this error for write.dta, which suggests overwriting a data frame, however I cannot do this with the Amelia output: http://stackoverflow.com/questions/27574055/converting-r-file-to-stata-with…
Any advice?
Grateful for this great MI package, and for any suggestions!
Sophie
Sophie Moullin
Sociology & Social Policy PhD Student
Princeton University
smoullin(a)princeton.edu<mailto:smoullin@princeton.edu>
