Stintcox not supported by MI estimate

[Daniela Kaiser]

Hello,

I need to run stintcox models with 20 imputed datasets but unfortunately I get an error message saying "mi estimate: command not supported - Stintcox is not officially supported by mi estimate".

Does anyone know a way around this? Is it possible to somehow ask Stata to consider changing this so that MI estimate can be used in Stintcox models?

Thank you!

[Clyde Schechter]

You can run anything under -mi estimate- by adding -cmdok- to the command: -mi estimate, cmdok: anything_your_heart_desires-.

But you do so at your peril. It is not out of perversity that Stata does not support some commands under -mi estimate-. It is because those commands are known not to produce correct estimates when used with multiple imputation, or are suspected not to and nobody knows for sure. The validity of multiple imputation estimates relies on a mathematical theorem that assumes certain things about the distributions of the parameters being estimated, and if those assumptions fail, then the results of multiple imputation estimation may be just plain wrong.