[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Victor M. Enciso M." <v.enciso-mora@postgrad.manchester.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: nbreg proc genmod equivalency |

Date |
Mon, 1 Dec 2008 14:29:17 +0000 |

Thank you Steve, much appreciated Quoting "Steven Samuels" <sjhsamuels@earthlink.net>:

On Nov 28, 2008, at 5:14 AM, Victor M. Enciso M. wrote:I'm doing a negative binomial regression using Proc Genmod on SASwhere this is part of the output. I'm trying to reproduce thisanalysis in Stata but I don't know how to get the Type 1 and Type 3Statistics. Anybody knows how to do this?Type 1 Tests depend on the order of variables in the SAS Model statement. In your example the order was PAIR TREATMENT. Type 1: Significance of PAIR unadjusted TREAT adjusted for PAIR Type 3: Significance of PAIR adjusted for TREAT TREAT adjusted for PAIR In Stata you can mimic the Type 1 Test for PAIR by fitting the Stata model with PAIR as the only predictor.. The Type 1 and Type 3 Test for TREAT is found by doing the Likelihood Ratio Test for the model with PAIR vs the model with PAIR and TREAT. See the -help- for -lrtest- , also for -nbreg postestimation-. Likewise, the Type 3 test for PAIR is the LRT test for the model with PAIR and TREAT vs the model with TREAT only.Another question is why are the p-values of the contrast of tratment 1 wrt to treatment 2 (0.0296) and the one given for TRT (0.0336) different?The 0.0296 is the p-value of the Wald Chi Square Test (Est/SE)^2. The 0.036 is the p-value for the Likelihood Ratio Chi Square Test. -Steve On Nov 28, 2008, at 5:14 AM, Victor M. Enciso M. wrote:I'm doing a negative binomial regression using Proc Genmod on SAS where this is part of the output Parameter DF Estimate Error Limits Square Pr > ChiSq TRT 1 1 -0.2397 0.1102 -0.4557 -0.0237 4.73 0.0296 TRT 2 0 0.0000 0.0000 0.0000 0.0000 Dispersion 1 0.1268 0.0315 0.0651 0.1885 NOTE: The negative binomial dispersion parameter was estimated by maximum likelihood. LR Statistics For Type 1 Analysis 2*Log Chi- Source Likelihood DF Square Pr > ChiS Intercept 5189.2817 PAIR 5253.0473 34 63.77 0.0015 TRT 5257.5618 1 4.51 0.0336 LR Statistics For Type 3 Analysis Chi- Source DF Square Pr > ChiSq PAIR 34 65.03 0.0011 TRT 1 4.51 0.0336* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

-- Víctor M. Enciso M. School of Mathematics The University of Manchester C24 Ferranti Building PO BOX 88 M60 1QD Manchester, UK Ext: 55820 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: RE: nbreg proc genmod equivalency***From:*Steven Samuels <sjhsamuels@earthlink.net>

- Prev by Date:
**RE: st: STATA loop terminating over missing variables** - Next by Date:
**st: SSC activity, November 2008** - Previous by thread:
**Re: st: RE: nbreg proc genmod equivalency** - Next by thread:
**st: Help on SVAR** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |