topic Re: Proc MIANALYZE in Statistical Procedures

Proc MIANALYZE

deleted_user — Tue, 05 Oct 2010 13:38:58 GMT

Is there anyway I could get standardized estimates of the regression analysis output we get in Proc MIANALYZE ?

or is there any formula that I could use in a datastep with which I can indirectly get standardized coefficients?

Re: Proc MIANALYZE

Dale — Tue, 05 Oct 2010 19:40:30 GMT

I don't believe that there is any direct way to convert parameter estimates obtained from the MIANALYZE procedure into standardized parameter estimates. However, you could use a process as described below to obtain standardized parameter estimates:

1) impute data using PROC MI

2) standardize the response and predictors to have mean 0 and variance 1 using PROC STANDARD

3) fit the regression model to each of the standardized imputation data sets outputting parameter estimates and the covariance matrix of the parameter estimates. Any of a number of procedures could be used for this step.

4) Combine standardized regression coefficients from each imputation set into a single estimate of the standardized regression coefficients using PROC MI

Re: Proc MIANALYZE

deleted_user — Wed, 06 Oct 2010 13:50:43 GMT

Does combining standardized regression coefficients mean I should take average of all the standardized estimates from the regression model of each imputation?

Thanks,

L

Re: Proc MIANALYZE

Dale — Wed, 06 Oct 2010 16:30:03 GMT

Yes, that would be appropriate.