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From |
"Shellenberg, Kristen" <kshellen@jhsph.edu> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Comparing 2 models with -test- command under SVY |

Date |
Tue, 25 Aug 2009 16:47:19 -0400 |

Thank you, Richard. The next question may seem very dumb so please forgive me in advance... if I run my model with the interaction term included and the Adjusted Wald Test is not significant then it means that the interaction term isn't adding anything to the model and doesn't need to be included, correct? I want to make sure that I am interpreting the results correctly. Here are my results: . xi3: svy: logit stigma_yn age*i.raceth i.union i.ieduc i.raceth _Iraceth_1-4 (naturally coded; _Iraceth_1 omitted) i.union _Iunion_1-4 (naturally coded; _Iunion_1 omitted) i.ieduc _Iieduc_1-4 (naturally coded; _Iieduc_1 omitted) (running logit on estimation sample) Survey: Logistic regression Number of strata = 7 Number of obs = 4146 Number of PSUs = 93 Population size = 4125.8935 Design df = 86 F( 13, 74) = 10.31 Prob > F = 0.0000 ------------------------------------------------------------------------------ | Linearized stigma_yn | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | -.0146476 .0104339 -1.40 0.164 -.0353895 .0060943 _Iraceth_2 | -.9535953 .3791692 -2.51 0.014 -1.707359 -.1998318 _Iraceth_3 | -.2537373 .4319634 -0.59 0.558 -1.112452 .6049775 _Iraceth_4 | .3412812 .6012384 0.57 0.572 -.8539412 1.536504 _IagXra2 | -.0030552 .0149002 -0.21 0.838 -.0326758 .0265653 _IagXra3 | -.0044334 .016447 -0.27 0.788 -.037129 .0282622 _IagXra4 | -.0258847 .021805 -1.19 0.238 -.0692315 .0174621 _Iunion_2 | .104706 .1289563 0.81 0.419 -.1516507 .3610627 _Iunion_3 | .1423455 .1260422 1.13 0.262 -.1082181 .3929091 _Iunion_4 | .3995172 .1594685 2.51 0.014 .0825043 .7165301 _Iieduc_2 | .2056671 .1307533 1.57 0.119 -.0542618 .465596 _Iieduc_3 | .4083507 .1244856 3.28 0.001 .1608814 .65582 _Iieduc_4 | .5838105 .165504 3.53 0.001 .2547995 .9128215 _cons | 1.028945 .3189854 3.23 0.002 .3948228 1.663067 ------------------------------------------------------------------------------ Note: variance scaled to handle strata with a single sampling unit. . test _IagXra2 _IagXra3 _IagXra4 Adjusted Wald test ( 1) _IagXra2 = 0 ( 2) _IagXra3 = 0 ( 3) _IagXra4 = 0 F( 3, 84) = 0.51 Prob > F = 0.6775 ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard Williams [Richard.A.Williams.5@ND.edu] Sent: Friday, August 21, 2009 5:10 PM To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu Subject: Re: st: Comparing 2 models with -test- command under SVY At 04:53 PM 8/21/2009, Shellenberg, Kristen wrote: >I want to compare this model with a model without the interaction >term...Can anyone help me understand how to how to compare the two >models? I tried using the -test- command after running the model >that includes the interaction term and forcing the coefficients of >the interaction terms to =0 but it didn't work. Also, there are so >many interaction terms b/c of all the dummy variables that it just >seems like a big mess!! > >Any help would be greatly appreciated! Kristen, all the dummies and interactions created by -xi3- get tacked on as variables at the end of the file. So, it should just be a matter of typing test and (before hitting return) selecting the interaction terms that were created (which will start with _ and have an X in their names). A simple example: webuse nhanes2f xi3: svy: reg weight i.female*i.race test _Ife1Xra2 _Ife1Xra3 ------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * 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/ * * 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: Comparing 2 models with -test- command under SVY***From:*Richard Williams <Richard.A.Williams.5@nd.edu>

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