You are correct. Model 2 is a typo. I managed to figure out the code
though. The last line in Model 2 is testing an hypothesis. After
running xtmixed we could use the post estimation command -test-: test
year - age = 0. Model 3 likewise,
test sex*year - 10*age*year = 0.
I am some what disappointed though that Stata cannot run Model 1. I
hope you are wrong.
Thank you.
Raphael
On 4/20/07, Philip Ender <[email protected]> wrote:
Raphael Fraser wrote:
Thanks Phil. It worked. I have three more model to imitate in Stata if
any one is able to:
1) I tried using -xtregar- but didn't work and it appear xtmixed does
not have the AR(1) option.
proc mixed data=cholst;
class newid;
model cholst = year / s;
random intercept year / type=un subject=newid g;
repeated / type=ar(1) subject=newid;
run;
2) don't understand the last line of code.
proc mixed data=cholst;
class newid;
model cholst = year / s;
random intercept year / type=un subject=newid g;
repeated / type=vc subject=newid;
estimate "long-cross" year 1 age -1;
run;
3) again, don't understand last line.
proc mixed data=cholst;
class newid;
model cholst = sex age year sex*year age*year / s;
random intercept year / type=un subject=newid g;
repeated / type=vc subject=newid;
estimate "rate-diff" sex*year 1 age*year -10;
run;
Stata will not run model 1). The -xtregar- does not do random slopes.
Maybe level 1 covariance structures for -xtmixed- will be available
in a future release. Model 2) makes no sense because age does not
appear in the model statement. I think the last line model 3) is
trying to get an estimate for a particular combination of levels but I
can't tell from the SAS code exactly what is wanted. I suspect that
in Stata this would be handled by -lincom- but the exact specification
eludes me.
--
Phil Ender
Statistical Consulting Group
UCLA Academic Technology Services
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