Hi all,
I have created 20 multiply imputed datasets, and have combined the estimates using proc mianalyze. I was wondering if anyone knows how to compute the average or "pooled" R^2 value from the 20 imputed datasets?
Thanks!
One option might be to do as this page suggests, namely, treat the R-Square as you would a correlation coefficient. This would allow you to compute a standard error using Fisher's Z transformation. Once you do that, you could follow this example in the MIANALYZE documentation for combining correlation coefficients.
I think that page uses STATA, is there anyway to do this with SAS?
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