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  • svm command on multiply imputated dataset with mi estimate, cmdok

    I created a dataset with 10 imputated datasets and want to use a support vector machine. I use the svm command after the mi estimate with cmdok:

    mi estimate, cmdok: svmachines y x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 x11 x12 x13 x14 x15 x16 x17 x18 x19 x20 x21 x22 x23 x24 x25 x26 x27 x28 x29 x30 x31 in 1/80, c(100) gamma(0.1) eps(1) type(svr)
    I get the following error message:
    (system variable _mi_id updated because of changed number of obs)
    matrix e(b) is not set
    matrix e(V) is not set

    Then I added vce(normal) to the command:
    mi estimate, cmdok: svmachines y x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 x11 x12 x13 x14 x15 x16 x17 x18 x19 x20 x21 x22 x23 x24 x25 x26 x27 x28 x29 x30 x31 in 1/80, c(100) gamma(0.1) eps(1) type(svr) vce(normal)

    Then I get the following error message:
    option vce() not allowed
    an error occurred when mi estimate executed svmachines on m=1
    r(198);

    Does anyone know how to make the support vector machine command work with mi estimate?
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