Thank you for the clarification.  I now understand what the output of misum means.
 
I have another doubt, though.  It seems that miest does not support ivregress in Stata so I am not sure how to combine the imputed datasets for IV-estimation.
 
Thanks.
 
Regards,
Helen

On Tue, Dec 23, 2008 at 4:41 PM, Ken Scheve <kenneth.scheve@yale.edu> wrote:
Helen,

"misum" gives you the multiple imputation estimate of the mean and the standard error of this estimate. It does not give you the standard deviation of the variable. I suspect you may be comparing these two things and they are not the same thing. Of course, if upon further investigation you see a problem, let me know.

Thanks,
Ken


Helen Brown wrote:

   hello,

 a very basic question: why is it that the standard errors (calculated with misum) over the 10 imputed datasets with Amelia II are much smaller than the ones from my original dataset (even for variables that did not have so many missing obs. or at all in the latter)?  Am I doing sth. wrong with the imputation process?
 thanks so much
Helen