Post-estimation after mi estimate: mimrgns error
Posted: Thu Jul 20, 2017 10:16 pm
Hello all,
I have used the very helpful posts here to run runmlwin after multiple imputation using mi estimate. However, I need to make out-of-sample predictions after this procedure and have found that mimgrns from SSC is one of the few (or only?) possible way to do this despite some caveats to the standard errors produced, which I'm aware of. However, running mimrgns after runmlwin produces the following error:
"variable var not found
an error occurred when mi estimate executed mimrgns_estimate on m=1"
Does anyone know of tricks to use runmlwin and mimrgns in conjunction or of another way to do out-of-sample prediction after mi estimate + runmlwin? It seems that doing it by hand and applying Rubin's rules would be prohibitively difficult, especially in the case of my rather complicated dataset.
I have used the very helpful posts here to run runmlwin after multiple imputation using mi estimate. However, I need to make out-of-sample predictions after this procedure and have found that mimgrns from SSC is one of the few (or only?) possible way to do this despite some caveats to the standard errors produced, which I'm aware of. However, running mimrgns after runmlwin produces the following error:
"variable var not found
an error occurred when mi estimate executed mimrgns_estimate on m=1"
Does anyone know of tricks to use runmlwin and mimrgns in conjunction or of another way to do out-of-sample prediction after mi estimate + runmlwin? It seems that doing it by hand and applying Rubin's rules would be prohibitively difficult, especially in the case of my rather complicated dataset.