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Re: st: RE: nbreg proc genmod equivalency


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 SAS
where this is part of the output. I'm trying to reproduce this analysis in Stata but I don't know how to get the Type 1 and Type 3 Statistics. 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

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--
Víctor M. Enciso M.
School of Mathematics
The University of Manchester
C24 Ferranti Building
PO BOX 88
M60 1QD
Manchester, UK
Ext: 55820


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