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  • estimate of theta = . in Cox shared frailty model using MI

    Dear Statalist Members,
    I am not able to see the estimate of theta or the se of theta using e-returned results. It appears as if they are not being estimated. If the estimate of theta is not being returned, does that mean that the coefficients are not accounting for the shared option? Is there somewhere else I need to look? Noisily option with the MI estimate returns output similar to the MI estimate without noisily. Is there another command I need to appropriately use the shared option with MI?
    When I run the complete case model without MI I see the estimated theta and SE of theta in the output, as well as the likelihood ratio test of theta =0. I am using STATA 15.1, updated in February 2019. Very grateful for your assistance.

    Code:
    mi set flong
    mi register imputed lastcd4cat ill_at_enrollment  //vars not missing values
    mi register regular Male ageatinterview_cat_2 facility_cat ///
    b110_disclosed_hivstatus_r visittointv_weeks1 visittointv_weeks2 hourstoclinic_cat i_clinic_contact_for_return_c i_b19a_month_away ///
    i_i_cat_anticipated i_b150_confronted_r i_b15h_any_structural i_b15h_any_psychosocial i_b15h_any_clinic i_b15h_any_medical ///
    i_b15i_any_structural i_b15i_any_psychosocial i_b15i_any_clinic i_b15i_returning b04_clinic // vars not missing values
    mi describe
    
    capture mi stset, clear
    
    *impute
    mi impute chained (ologit) lastcd4cat ill_at_enrollment  = Male ageatinterview_cat_2 facility_cat ///
    b110_disclosed_hivstatus_r visittointv_weeks1 visittointv_weeks2 hourstoclinic_cat i_clinic_contact_for_return_c i_b19a_month_away ///
    i_i_cat_anticipated i_b150_confronted_r i_b15h_any_structural i_b15h_any_psychosocial i_b15h_any_clinic i_b15h_any_medical ///
    i_b15i_any_structural i_b15i_any_psychosocial i_b15i_any_clinic i_b15i_returning b04_clinic, add(10) rseed(11111) chaindots dots augment
    
    mi stset days_return_or_censor, failure(returner_SC==1)
     
    mi estimate, hr: stcox Male i.ageatinterview_cat_2 i.lastcd4cat ill_at_enrollment i.facility_cat ///
    b110_disclosed_hivstatus_r visittointv_weeks1 visittointv_weeks2 i.hourstoclinic_cat i.i_clinic_contact_for_return_c i_b19a_month_away ///
    i.i_i_cat_anticipated i.i_b150_confronted_r i_b15h_any_structural i_b15h_any_psychosocial i_b15h_any_clinic i_b15h_any_medical ///
    i_b15i_any_structural i_b15i_any_psychosocial i_b15i_any_clinic i_b15i_returning, shared(b04_clinic)
    
    ereturn list
    Output:
    Multiple-imputation estimates Imputations = 10
    Cox regression: Breslow method for ties Number of obs = 571
    Average RVI = 0.0199
    Largest FMI = 0.1820
    DF adjustment: Large sample DF: min = 289.33
    avg = 5401508.53
    max = 5.42e+07
    Model F test: Equal FMI F( 30,688602.0) = 1.56
    Within VCE type: OIM Prob > F = 0.0262
    _t Haz. Ratio Std. Err. t P>t [95% Conf. Interval]
    Male .8055849 .1321687 -1.32 0.188 .5840559 1.111139
    ageatinterview_cat_2
    1=25-34 .9374358 .2519998 -0.24 0.810 .5535065 1.58767
    2=35-44 1.106355 .301895 0.37 0.711 .648073 1.888709
    3=45+ 1.407724 .43825 1.10 0.272 .7647535 2.591276
    lastcd4cat
    101-350 1.321381 .5567874 0.66 0.509 .5772341 3.024852
    351-500 1.077576 .4716436 0.17 0.865 .4563089 2.544701
    >500 1.047709 .4714006 0.10 0.918 .4321626 2.540005
    ill_at_enrollment 1.021365 .1925792 0.11 0.911 .7055878 1.478465
    facility_cat
    urban .7115683 .1610734 -1.50 0.133 .4565993 1.108914
    hospital .5191499 .1495675 -2.28 0.023 .2951623 .9131133
    b110_disclosed_hivstatus_r 1.111266 .2597305 0.45 0.652 .7028632 1.756975
    visittointv_weeks1 .9891243 .0070703 -1.53 0.126 .9753633 1.003079
    visittointv_weeks2 .9963817 .0038809 -0.93 0.352 .9888043 1.004017
    hourstoclinic_cat
    1 - .1941369 0.29 0.773 .7352222 1.512843
    2 hours + .6917431 .1326421 -1.92 0.055 .4750351 1.007312
    i_clinic_contact_for_return_c
    Contacted 1-3 times .8985222 .2178359 -0.44 0.659 .5586827 1.445082
    Contacted 4-12 times 3.164457 1.386466 2.63 0.009 1.340776 7.468653
    i_b19a_month_away .9333822 .1457113 -0.44 0.659 .6873491 1.267482
    i_i_cat_anticipated
    1=Medium 1.046974 .2084225 0.23 0.818 .7087385 1.546628
    2=High 1.296827 .2390717 1.41 0.159 .9035699 1.861239
    i_b150_confronted_r
    1=Once 1.600127 .4375052 1.72 0.086 .9363106 2.734571
    2=More than once .5441514 .1763496 -1.88 0.060 .2883107 1.02702
    i_b15h_any_structural 1.05646 .2009187 0.29 0.773 .7277308 1.533683
    i_b15h_any_psychosocial .9372346 .1603545 -0.38 0.705 .670213 1.310641
    i_b15h_any_clinic 1.084263 .1910634 0.46 0.646 .767609 1.531543
    i_b15h_any_medical 1.14473 .2058022 0.75 0.452 .8047707 1.628299
    i_b15i_any_structural 1.1655 .2489362 0.72 0.473 .7668401 1.771412
    i_b15i_any_psychosocial .7464311 .1507536 -1.45 0.148 .5024305 1.108928
    i_b15i_any_clinic .9912523 .1788625 -0.05 0.961 .6959732 1.411809
    i_b15i_returning .9223598 .165134 -0.45 0.652 .6493906 1.310071
    .
    . ereturn list
    scalars:
    e(df_m) = .
    e(se_theta) = .
    e(chi2_c) = .
    e(ll) = .
    e(g_min) = 5
    e(risk) = 271374
    e(converged) = 1
    e(theta) = .
    e(N) = 571
    Above, the estimates for theta and standard error of theta are missing.

    Below is my code and output for a complete case analysis without using MI. Here, theta is estimated.

    Code:
    stcox Male i.ageatinterview_cat_2 i.lastcd4cat ill_at_enrollment i.facility_cat ///
    b110_disclosed_hivstatus_r visittointv_weeks1 visittointv_weeks2 i.hourstoclinic_cat i.i_clinic_contact_for_return_c i_b19a_month_away ///
    i.i_i_cat_anticipated i.i_b150_confronted_r i_b15h_any_structural i_b15h_any_psychosocial i_b15h_any_clinic i_b15h_any_medical ///
    i_b15i_any_structural i_b15i_any_psychosocial i_b15i_any_clinic i_b15i_returning, shared(b04_clinic)

    Cox regression -- Breslow method for ties
    Gamma shared frailty Number of obs = 448
    Group variable: b04_clinic Number of groups = 31
    Obs per group:
    No. of subjects = 448 min = 1
    No. of failures = 170 avg = 14.451613
    Time at risk = 208878 max = 41
    Wald chi2(30) = 37.84
    Log likelihood = -975.31468 Prob > chi2 = 0.1538
    _t Haz. Ratio Std. Err. z P>z [95% Conf. Interval]
    Male .8297834 .1514522 -1.02 0.307 .5802341 1.18666
    ageatinterview_cat_2
    1=25-34 1.031318 .3191602 0.10 0.921 .5623064 1.891527
    2=35-44 1.158861 .3619261 0.47 0.637 .6283344 2.137331
    3=45+ 1.451009 .5067411 1.07 0.286 .7318156 2.876989
    lastcd4cat
    101-350 1.379417 .5713796 0.78 0.437 .6125086 3.106553
    351-500 1.106223 .4902374 0.23 0.820 .4641106 2.636719
    >500 1.055018 .4620821 0.12 0.903 .4471426 2.489278
    ill_at_enrollment 1.023086 .2004435 0.12 0.907 .6968583 1.502035
    facility_cat
    urban .747191 .1631256 -1.33 0.182 .4870782 1.146211
    hospital .4978426 .1408213 -2.47 0.014 .2859687 .8666937
    b110_disclosed_hivstatus_r 1.262853 .3447006 0.85 0.393 .7396289 2.156212
    visittointv_weeks1 .9937592 .007794 -0.80 0.425 .9786001 1.009153
    visittointv_weeks2 .9953744 .004216 -1.09 0.274 .9871455 1.003672
    hourstoclinic_cat
    1 - .2195736 0.53 0.598 .7531965 1.635638
    2 hours + .7992391 .1676841 -1.07 0.285 .529774 1.205765
    i_clinic_contact_for_return_c
    Contacted 1-3 times .9347687 .2452422 -0.26 0.797 .5589672 1.563227
    Contacted 4-12 times 2.775985 1.213377 2.34 0.019 1.178579 6.538459
    i_b19a_month_away .9791736 .1695891 -0.12 0.903 .6973243 1.374943
    i_i_cat_anticipated
    1=Medium 1.322599 .2915854 1.27 0.205 .8585561 2.037452
    2=High 1.637422 .3359041 2.40 0.016 1.095326 2.447811
    i_b150_confronted_r
    1=Once 1.416865 .4172812 1.18 0.237 .7955014 2.523574
    2=More than once .5371145 .1738965 -1.92 0.055 .2847615 1.0131
    i_b15h_any_structural 1.026157 .210909 0.13 0.900 .6859051 1.535196
    i_b15h_any_psychosocial .8947523 .1669077 -0.60 0.551 .6207535 1.289694
    i_b15h_any_clinic 1.106091 .2097494 0.53 0.595 .7627403 1.604004
    i_b15h_any_medical 1.020475 .2054367 0.10 0.920 .68777 1.514126
    i_b15i_any_structural 1.204139 .2838235 0.79 0.431 .7586525 1.911219
    i_b15i_any_psychosocial .9037175 .1936872 -0.47 0.637 .5937463 1.375512
    i_b15i_any_clinic 1.015074 .1993901 0.08 0.939 .6907118 1.491758
    i_b15i_returning 1.016642 .194275 0.09 0.931 .699049 1.478523
    theta .0364613 .0755885
    LR test of theta=0: chibar2(01) = 0.27 Prob >= chibar2 = 0.300
    Other threads have said that theta is estimated. Why might it be returned as missing? I'm very grateful for your assistance.
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