Dear Statalist Members,
I am not able to see the estimate of theta or the se of theta using e-returned results. It appears as if they are not being estimated. If the estimate of theta is not being returned, does that mean that the coefficients are not accounting for the shared option? Is there somewhere else I need to look? Noisily option with the MI estimate returns output similar to the MI estimate without noisily. Is there another command I need to appropriately use the shared option with MI?
When I run the complete case model without MI I see the estimated theta and SE of theta in the output, as well as the likelihood ratio test of theta =0. I am using STATA 15.1, updated in February 2019. Very grateful for your assistance.

Code:
mi set flong
mi register imputed lastcd4cat ill_at_enrollment  //vars not missing values
mi register regular Male ageatinterview_cat_2 facility_cat ///
b110_disclosed_hivstatus_r visittointv_weeks1 visittointv_weeks2 hourstoclinic_cat i_clinic_contact_for_return_c i_b19a_month_away ///
i_i_cat_anticipated i_b150_confronted_r i_b15h_any_structural i_b15h_any_psychosocial i_b15h_any_clinic i_b15h_any_medical ///
i_b15i_any_structural i_b15i_any_psychosocial i_b15i_any_clinic i_b15i_returning b04_clinic // vars not missing values
mi describe

capture mi stset, clear

*impute
mi impute chained (ologit) lastcd4cat ill_at_enrollment  = Male ageatinterview_cat_2 facility_cat ///
b110_disclosed_hivstatus_r visittointv_weeks1 visittointv_weeks2 hourstoclinic_cat i_clinic_contact_for_return_c i_b19a_month_away ///
i_i_cat_anticipated i_b150_confronted_r i_b15h_any_structural i_b15h_any_psychosocial i_b15h_any_clinic i_b15h_any_medical ///
i_b15i_any_structural i_b15i_any_psychosocial i_b15i_any_clinic i_b15i_returning b04_clinic, add(10) rseed(11111) chaindots dots augment

mi stset days_return_or_censor, failure(returner_SC==1)
 
mi estimate, hr: stcox Male i.ageatinterview_cat_2 i.lastcd4cat ill_at_enrollment i.facility_cat ///
b110_disclosed_hivstatus_r visittointv_weeks1 visittointv_weeks2 i.hourstoclinic_cat i.i_clinic_contact_for_return_c i_b19a_month_away ///
i.i_i_cat_anticipated i.i_b150_confronted_r i_b15h_any_structural i_b15h_any_psychosocial i_b15h_any_clinic i_b15h_any_medical ///
i_b15i_any_structural i_b15i_any_psychosocial i_b15i_any_clinic i_b15i_returning, shared(b04_clinic)

ereturn list
Output:
Multiple-imputation estimates Imputations = 10
Cox regression: Breslow method for ties Number of obs = 571
Average RVI = 0.0199
Largest FMI = 0.1820
DF adjustment: Large sample DF: min = 289.33
avg = 5401508.53
max = 5.42e+07
Model F test: Equal FMI F( 30,688602.0) = 1.56
Within VCE type: OIM Prob > F = 0.0262
_t Haz. Ratio Std. Err. t P>t [95% Conf. Interval]
Male .8055849 .1321687 -1.32 0.188 .5840559 1.111139
ageatinterview_cat_2
1=25-34 .9374358 .2519998 -0.24 0.810 .5535065 1.58767
2=35-44 1.106355 .301895 0.37 0.711 .648073 1.888709
3=45+ 1.407724 .43825 1.10 0.272 .7647535 2.591276
lastcd4cat
101-350 1.321381 .5567874 0.66 0.509 .5772341 3.024852
351-500 1.077576 .4716436 0.17 0.865 .4563089 2.544701
>500 1.047709 .4714006 0.10 0.918 .4321626 2.540005
ill_at_enrollment 1.021365 .1925792 0.11 0.911 .7055878 1.478465
facility_cat
urban .7115683 .1610734 -1.50 0.133 .4565993 1.108914
hospital .5191499 .1495675 -2.28 0.023 .2951623 .9131133
b110_disclosed_hivstatus_r 1.111266 .2597305 0.45 0.652 .7028632 1.756975
visittointv_weeks1 .9891243 .0070703 -1.53 0.126 .9753633 1.003079
visittointv_weeks2 .9963817 .0038809 -0.93 0.352 .9888043 1.004017
hourstoclinic_cat
1 - .1941369 0.29 0.773 .7352222 1.512843
2 hours + .6917431 .1326421 -1.92 0.055 .4750351 1.007312
i_clinic_contact_for_return_c
Contacted 1-3 times .8985222 .2178359 -0.44 0.659 .5586827 1.445082
Contacted 4-12 times 3.164457 1.386466 2.63 0.009 1.340776 7.468653
i_b19a_month_away .9333822 .1457113 -0.44 0.659 .6873491 1.267482
i_i_cat_anticipated
1=Medium 1.046974 .2084225 0.23 0.818 .7087385 1.546628
2=High 1.296827 .2390717 1.41 0.159 .9035699 1.861239
i_b150_confronted_r
1=Once 1.600127 .4375052 1.72 0.086 .9363106 2.734571
2=More than once .5441514 .1763496 -1.88 0.060 .2883107 1.02702
i_b15h_any_structural 1.05646 .2009187 0.29 0.773 .7277308 1.533683
i_b15h_any_psychosocial .9372346 .1603545 -0.38 0.705 .670213 1.310641
i_b15h_any_clinic 1.084263 .1910634 0.46 0.646 .767609 1.531543
i_b15h_any_medical 1.14473 .2058022 0.75 0.452 .8047707 1.628299
i_b15i_any_structural 1.1655 .2489362 0.72 0.473 .7668401 1.771412
i_b15i_any_psychosocial .7464311 .1507536 -1.45 0.148 .5024305 1.108928
i_b15i_any_clinic .9912523 .1788625 -0.05 0.961 .6959732 1.411809
i_b15i_returning .9223598 .165134 -0.45 0.652 .6493906 1.310071
.
. ereturn list
scalars:
e(df_m) = .
e(se_theta) = .
e(chi2_c) = .
e(ll) = .
e(g_min) = 5
e(risk) = 271374
e(converged) = 1
e(theta) = .
e(N) = 571
Above, the estimates for theta and standard error of theta are missing.

Below is my code and output for a complete case analysis without using MI. Here, theta is estimated.

Code:
stcox Male i.ageatinterview_cat_2 i.lastcd4cat ill_at_enrollment i.facility_cat ///
b110_disclosed_hivstatus_r visittointv_weeks1 visittointv_weeks2 i.hourstoclinic_cat i.i_clinic_contact_for_return_c i_b19a_month_away ///
i.i_i_cat_anticipated i.i_b150_confronted_r i_b15h_any_structural i_b15h_any_psychosocial i_b15h_any_clinic i_b15h_any_medical ///
i_b15i_any_structural i_b15i_any_psychosocial i_b15i_any_clinic i_b15i_returning, shared(b04_clinic)

Cox regression -- Breslow method for ties
Gamma shared frailty Number of obs = 448
Group variable: b04_clinic Number of groups = 31
Obs per group:
No. of subjects = 448 min = 1
No. of failures = 170 avg = 14.451613
Time at risk = 208878 max = 41
Wald chi2(30) = 37.84
Log likelihood = -975.31468 Prob > chi2 = 0.1538
_t Haz. Ratio Std. Err. z P>z [95% Conf. Interval]
Male .8297834 .1514522 -1.02 0.307 .5802341 1.18666
ageatinterview_cat_2
1=25-34 1.031318 .3191602 0.10 0.921 .5623064 1.891527
2=35-44 1.158861 .3619261 0.47 0.637 .6283344 2.137331
3=45+ 1.451009 .5067411 1.07 0.286 .7318156 2.876989
lastcd4cat
101-350 1.379417 .5713796 0.78 0.437 .6125086 3.106553
351-500 1.106223 .4902374 0.23 0.820 .4641106 2.636719
>500 1.055018 .4620821 0.12 0.903 .4471426 2.489278
ill_at_enrollment 1.023086 .2004435 0.12 0.907 .6968583 1.502035
facility_cat
urban .747191 .1631256 -1.33 0.182 .4870782 1.146211
hospital .4978426 .1408213 -2.47 0.014 .2859687 .8666937
b110_disclosed_hivstatus_r 1.262853 .3447006 0.85 0.393 .7396289 2.156212
visittointv_weeks1 .9937592 .007794 -0.80 0.425 .9786001 1.009153
visittointv_weeks2 .9953744 .004216 -1.09 0.274 .9871455 1.003672
hourstoclinic_cat
1 - .2195736 0.53 0.598 .7531965 1.635638
2 hours + .7992391 .1676841 -1.07 0.285 .529774 1.205765
i_clinic_contact_for_return_c
Contacted 1-3 times .9347687 .2452422 -0.26 0.797 .5589672 1.563227
Contacted 4-12 times 2.775985 1.213377 2.34 0.019 1.178579 6.538459
i_b19a_month_away .9791736 .1695891 -0.12 0.903 .6973243 1.374943
i_i_cat_anticipated
1=Medium 1.322599 .2915854 1.27 0.205 .8585561 2.037452
2=High 1.637422 .3359041 2.40 0.016 1.095326 2.447811
i_b150_confronted_r
1=Once 1.416865 .4172812 1.18 0.237 .7955014 2.523574
2=More than once .5371145 .1738965 -1.92 0.055 .2847615 1.0131
i_b15h_any_structural 1.026157 .210909 0.13 0.900 .6859051 1.535196
i_b15h_any_psychosocial .8947523 .1669077 -0.60 0.551 .6207535 1.289694
i_b15h_any_clinic 1.106091 .2097494 0.53 0.595 .7627403 1.604004
i_b15h_any_medical 1.020475 .2054367 0.10 0.920 .68777 1.514126
i_b15i_any_structural 1.204139 .2838235 0.79 0.431 .7586525 1.911219
i_b15i_any_psychosocial .9037175 .1936872 -0.47 0.637 .5937463 1.375512
i_b15i_any_clinic 1.015074 .1993901 0.08 0.939 .6907118 1.491758
i_b15i_returning 1.016642 .194275 0.09 0.931 .699049 1.478523
theta .0364613 .0755885
LR test of theta=0: chibar2(01) = 0.27 Prob >= chibar2 = 0.300
Other threads have said that theta is estimated. Why might it be returned as missing? I'm very grateful for your assistance.