a better idea would be to figure out why Stata is dropping your
variables. you don't want to let a computer program decide what your
specification is. This can only happen if you have perfect collinearity
or perfect discrimination (of Y); sounds like its the former. But
either way, I suggest that you make the choices yourself so that Stata
doesn't have to.
Gary
---
http://gking.harvard.edu
On 10/26/2008 6:47 AM, Steve Shewfelt wrote:
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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