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


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

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