Perform multivariate Wald test on multiply imputed datasets
mitestparm varlist
Description
mitestparm is the mi version of the post-estimation command testparm. It obtains an approximate F-test to test the hypothesis that the specified coefficients are all equal to zero, analogous to the standard Wald test. The testparm options equal and equation have not yet been implemented.
Remarks
mitestparm is one of the suite of mi commands. Since mitestparm applies only to datasets that have been created by miset and estimates that have been obtained using mifit, it can only be issued after miset and mifit.
Examples
. mifit: xi: logistic alcdhi i.wave i.smk i.ciscat . mitestparm _Iwave*
Authors
Philip Greenwood and John Carlin, Clinical Epidemiology & Biostatistics Unit, Murdoch Research Institute and University of Melbourne. Email: jbcarlin@unimelb.edu.au
References
Li, K., T. Raghunathan, and D. Rubin. 1991. Analysis of Incomplete Multivariate Data. London: Chapman & Hall.
Also see
Online: help for miset, miappend, mimerge, misave, mici, mifit, milincom, mireset