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10-05-2010 09:38 AM

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?

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

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10-05-2010 03:40 PM

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

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

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10-06-2010 09:50 AM

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

Thanks,

L

Thanks,

L

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10-06-2010 12:30 PM

Yes, that would be appropriate.