Jonathan: R-squared is just another estimand, and the correct MI procedure is to simply average the values from each MI data set. Rod Little
On Mon, 24 Nov 2003, Jonathan Mohr wrote: > I am in the midst of using multiple imputation with multiple > regression. The literature I've seen focuses on combining regression > coefficients and corresponding standard errors. However, I've seen > nothing on combining the estimates of R-squared. I would appreciate > any guidance or leads that list members can offer. Best, Jon > > __________________________________ > > Jonathan Mohr, Ph.D. > Assistant Professor > Department of Psychology > Loyola College > 4501 North Charles Street > Baltimore, MD 21210-2699 > > E-mail: [email protected] > Phone: 410-617-2452 > Fax: 410-617-5341 > __________________________________ > > ___________________________________________________________________________________ Roderick Little Richard D. Remington Collegiate Professor (734) 936-1003 Department of Biostatistics Fax: (734) 763-2215 U-M School of Public Health M4045 SPH II [email protected] 1420 Washington Hgts http://www.sph.umich.edu/~rlittle/ Ann Arbor, MI 48109-2029
