Bayesian model averaging

[Francesca Fermi]

Hi everyone,
I'm conducting statistical analysis for my master's thesis, and I would like to perform logistic and linear regression models while selecting predictors using Bayesian model averaging in STATA 18.
I found the bmaregress function for linear regression.
1) Do you know if this function can be applied after imputing missing data using MICE?
2) My second question is whether the same analysis can be performed for logistic regression.

Thank you for the help.

[Federico Tedeschi]

I've just tried to apply bmaregress with multiple imputation, and got the errors:

matrix e(b) is not set
matrix e(V) is not set
r(301);

that seems to me the case when the command doesn't support multiple imputation: https://www.stata.com/support/faqs/s.../cmdok-option/

There is the user-written miinc command from Joseph N. Luchman, however, that could be used.