Sorry for the long post. I am new, and hope this question makes sense and is explained correctly. In Stata 14.2, I'm running mi estimate: xtlogit, and saving the estimates:
However, I've noticed that when I recover the estimates later using the following commands, they have changed:
The coefficients are not the same. In addition, when I originally run the model, the header says things like "Equal FMI" for Model F test, and indicates a large sample DF adjustment. These things are no longer reported when I recover the saved estimates, and it instead only says "Integration method: mvaghermite."
The original estimates:
And the recovered estimates:
Does anyone know what is going on or why this happens? Has anyone experienced something similar? Everything is updated, and I ran this multiple times to make sure, but it happened every time.
Code:
mi estimate, dots saving(intest) esample(esamp) post: xtlogit gunca Wdeal Wzprdel Wzysragg t ///i.black#c.Wdeal i.black#c.Wzprdel i.black#c.Wzysragg Bdeal Bzprdel Bzysragg i.sample i.black ///i.black#c.Bdeal i.black#c.Bzprdel i.black#c.Bzysragg, i(id_s) re
Code:
estimates use intest estimates replay
The original estimates:
Code:
. mi estimate, dots saving(intest) esample(esamp) post: xtlogit gunca Wdeal Wzprdel ///Wzysragg t i.black#c.Wdeal i.black#c.Wzprdel i.black#c.Wzysragg Bdeal Bzprdel Bzysragg i.sample /// i.black i.black#c.Bdeal i.black#c.Bzprdel i.black#c.Bzysragg, i(id_s) reImputations (50): .........10.........20.........30.........40.........50 done Multiple-imputation estimates Imputations = 50 Random-effects logistic regression Number of obs = 4,995 Group variable: id_s Number of groups = 999 Random effects u_i ~ Gaussian Obs per group: min = 5 Integration points = 12 avg = 5.0 max = 5 Average RVI = 0.2380 Largest FMI = 0.3297 DF adjustment: Large sample DF: min = 458.72 avg = 2,139.91 max = 5,481.36 Model F test: Equal FMI F( 15,20159.0) = 24.12 Within VCE type: OIM Prob > F = 0.0000 ---------------------------------------------------------------------------------- gunca | Coef. Std. Err. t P>|t| [95% Conf. Interval] -----------------+---------------------------------------------------------------- Wdeal | 1.466972 .4020053 3.65 0.000 .6786674 2.255277 Wzprdel | .1297818 .1510445 0.86 0.390 -.1663253 .4258889 Wzysragg | 1.257324 .2443876 5.14 0.000 .7781461 1.736502 t | .2489118 .0612104 4.07 0.000 .1287118 .3691117 | black#c.Wdeal | 1 | .8533233 .4623327 1.85 0.065 -.0533736 1.76002 | black#c.Wzprdel | 1 | .4275371 .1807275 2.37 0.018 .0731915 .7818828 | black#c.Wzysragg | 1 | -.7081883 .2904291 -2.44 0.015 -1.277842 -.1385348 | Bdeal | 2.769167 .6171847 4.49 0.000 1.558898 3.979436 Bzprdel | 1.559569 .2721862 5.73 0.000 1.024773 2.094365 Bzysragg | -.1106736 .2099039 -0.53 0.598 -.5222855 .3009382 | sample | oldest | .3196671 .1878959 1.70 0.089 -.0487792 .6881134 1.black | .3550727 .3022817 1.17 0.240 -.2378 .9479454 | black#c.Bdeal | 1 | 1.676404 .7645017 2.19 0.028 .17703 3.175778 | black#c.Bzprdel | 1 | -.8649218 .3167695 -2.73 0.007 -1.487421 -.2424225 | black#c.Bzysragg | 1 | .5600946 .2499411 2.24 0.025 .0699593 1.05023 | _cons | -4.958428 .3143691 -15.77 0.000 -5.574925 -4.341931 -----------------+---------------------------------------------------------------- /lnsig2u | .247208 .2599575 -.2627578 .7571738 -----------------+---------------------------------------------------------------- sigma_u | 1.131568 .1470797 .8768855 1.46022 rho | .2801658 .0524264 .1894473 .3932494 ----------------------------------------------------------------------------------
Code:
. estimates use intest . estimates replay --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- active results --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- Random-effects logistic regression Number of obs = 4,995 Group variable: id_s Number of groups = 999 Random effects u_i ~ Gaussian Obs per group: min = 5 avg = 5.0 max = 5 Integration method: mvaghermite Integration pts. = 12 Wald chi2(15) = 460.09 Log likelihood = -902.62441 Prob > chi2 = 0.0000 ---------------------------------------------------------------------------------- gunca | Coef. Std. Err. z P>|z| [95% Conf. Interval] -----------------+---------------------------------------------------------------- Wdeal | 1.306689 .3716408 3.52 0.000 .5782866 2.035092 Wzprdel | .2003617 .1413164 1.42 0.156 -.0766134 .4773367 Wzysragg | 1.253574 .2290109 5.47 0.000 .8047209 1.702427 t | .2112262 .050596 4.17 0.000 .1120598 .3103926 | black#c.Wdeal | 0 | 0 (empty) 1 | .7843317 .4204366 1.87 0.062 -.0397088 1.608372 | black#c.Wzprdel | 0 | 0 (empty) 1 | .4323564 .1660132 2.60 0.009 .1069765 .7577363 | black#c.Wzysragg | 0 | 0 (empty) 1 | -.8261272 .262063 -3.15 0.002 -1.339761 -.3124931 | Bdeal | 2.756953 .5503567 5.01 0.000 1.678273 3.835632 Bzprdel | 1.484126 .2171048 6.84 0.000 1.058609 1.909644 Bzysragg | -.0699422 .188472 -0.37 0.711 -.4393405 .299456 | sample | youngest | 0 (empty) oldest | .3751893 .1656054 2.27 0.023 .0506087 .6997698 | black | 0 | 0 (empty) 1 | .4189419 .263487 1.59 0.112 -.0974831 .9353668 | black#c.Bdeal | 0 | 0 (empty) 1 | 1.476672 .6676174 2.21 0.027 .1681658 2.785178 | black#c.Bzprdel | 0 | 0 (empty) 1 | -.8800992 .2486459 -3.54 0.000 -1.367436 -.3927623 | black#c.Bzysragg | 0 | 0 (empty) 1 | .5593919 .2219713 2.52 0.012 .1243362 .9944476 | _cons | -4.839172 .2767139 -17.49 0.000 -5.381521 -4.296823 -----------------+---------------------------------------------------------------- /lnsig2u | .0375149 .2574606 -.4670986 .5421283 -----------------+---------------------------------------------------------------- sigma_u | 1.018934 .1311677 .7917186 1.311359 rho | .2398809 .0469449 .1600379 .3432782 ---------------------------------------------------------------------------------- LR test of rho=0: chibar2(01) = 30.61 Prob >= chibar2 = 0.000
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