Hello,
I'm using site dummies in lieu of fixed effects and the "miest" command
in Stata. When I do this, I get a "conformability" error. I am pretty
sure is a consequence of different sites being dropped from different
imputed datasets when I run the logit model. For example, the imputation
process generated a situation in which site A is dropped from the
analysis in imputed dataset 1 because there is no variation on the
dependent variable for site A in dataset 1. However, for dataset 2, the
imputation process generated variation in the dependent variable for
site A, so site A is not dropped from that analysis. Then, when "miest"
attempts to combine the coefficients and standard errors from the
imputed datasets, it is doing so with different matrices and running
into problems.
Since I don't really care about the coefficients for the site dummies,
can I just run the regressions one at a time on each of the imputed
datasets and then manually combine the coefficients on the variables
with which I am concerned? I understand it is necessary to sum the
within and between variance to get proper standard errors; my question
is whether the fact that different sites will be dropped from different
analyses invalidates the combining of the coefficients and their
standard errors.
Thanks to anyone who can help.
Steve Shewfelt
PhD Candidate
Department of Political Science
Yale University
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