Statistical Procedures

Programming the statistical procedures from SAS
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ndang3188
Calcite | Level 5

I am trying to obtain pooled p value from ANOVA statistics of 50 imputed datasets created by proc mi. Would appreciate if anyone know the code.

5 REPLIES 5
sbxkoenk
SAS Super FREQ

The code for what?

  1. You have done PROC MI with nimpute=50 (for 50 imputed datasets), correct?
  2. Then you need to do the analysis you are interested in (like proc reg data=; by _Imputation_ ;).
  3. Then with PROC MIANALYZE you can combine the 50 sets of (in this case regression) coefficients.

Enter this in the Google search bar and you will find (blogs with) example code:

MI MIANALYZE site:blogs.sas.com

 

Kind regards,

Koen

ndang3188
Calcite | Level 5
I need to report only 1 pvalue of F statistics. Given I have 50 p value and
F statistics for 50 imputed dataset. What SAS procedure I need to obtain
the 1 pooled p value. Thanks,
SAS_Rob
SAS Employee

There isn't a way to combine F-statistics directly in SAS, although the process of doing so would be rather easy to program yourself basd on the rules in the paper below.

https://www.sciencedirect.com/science/article/abs/pii/S2452306221001076 

ndang3188
Calcite | Level 5

Thank you for the link. From my understanding  is that for Levene test, we can use Fisher Z transformation for F statitsics to eventually obtain the pooled p value. My follow-up question is that given  calculation of pooled v (denominator degree of freedom) is 

 

ν1= (m − 1)(1 + g −1 ) 2,

ν2= 0.5(p + 1)v1  (this is the final v)

 

and g = (1 + m−1 ) trace(B U¯ −1 )/p 

I assume B is a matrix but I can't find anywhere in the paper the mention this matrix. Do you happen to know how to obtain the B matrix?

Thank you for your help.

ndang3188
Calcite | Level 5

I found another paper explains with B is. It is the covariance matrix of the estimates Qˆ m. Thank you so much for your guidance.

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