Hi, I am using a Tobit model. But my data have a lot of missing values. So I have to create 5-20 imputed data sets. However, the Stata command "mi estimate:" does not support commands such as "tobit" or "craggit" (Cragg's Tobit). My questions are:
(1) Is there any command that can be used to calculate coefficients, standard errors, and p-values for Tobit models based on imputed data sets?
(2) More generally, for any regression models not supported by the command "mi estimate," how can I get the coefficients and standard errors by hand calculation? Do I simply "average" the coefficients and standard errors across my imputed data sets, or is there any formula?
Thanks!
(1) Is there any command that can be used to calculate coefficients, standard errors, and p-values for Tobit models based on imputed data sets?
(2) More generally, for any regression models not supported by the command "mi estimate," how can I get the coefficients and standard errors by hand calculation? Do I simply "average" the coefficients and standard errors across my imputed data sets, or is there any formula?
Thanks!
Comment