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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: nlcom question |

Date |
Thu, 4 Mar 2010 21:46:27 -0500 |

john metcalfe <johnzmetcalfe@gmail.com>: The calculations will all be easier if you run a -poisson- regression of y on X instead of OLS regression of ln(y) on X, since the predictions of mean y given X no longer include an estimate of the variance of error terms. To replicate -margins- output, you can simply -predict- after you -replace- X variables with appropriate patterns as in e.g. http://www.stata.com/statalist/archive/2009-02/msg00081.html and if you wrap all the predictions and -summarize- commands in a -program-, you can bootstrap the whole thing, or you can use the delta method to calculate SEs by hand. See also http://gelbach.eller.arizona.edu/~gelbach/ado/margfx.pdf or -margeff- (use -findit margeff- to find the latest version). On Thu, Mar 4, 2010 at 4:23 PM, john metcalfe <johnzmetcalfe@gmail.com> wrote: > Thanks, Stas. How could I replicate Stata 11's -margins- command using Stata > 10? (I went ahead and ordered the upgrade but it won't arrive until next > week.) > Thanks, > John > > On Wed, Mar 3, 2010 at 7:46 PM, Stas Kolenikov <skolenik@gmail.com> wrote: > >> If the distributions of the dependent variable are the same for two levels >> of the categorical factor, then they will be the same no matter whether you >> transformed them or you did not. Hence it suffices to use -test- rather >> than >> -nlcom-. The latter will be answering a more subtle question of whether the >> means are the same (you implicitly put zeroes for all other variables, >> which >> may or may not be appropriate); you still may have differences in variance, >> skewness, kurtosis, etc. between groups even if you find the means to be >> the >> same. >> >> Stata 11 has new -margins- command; have you looked at it? >> >> On Wed, Mar 3, 2010 at 9:31 PM, john metcalfe <johnzmetcalfe@gmail.com >> >wrote: >> >> > Dear Statalist, >> > I have a simple question I hope someone can help me with. >> > I am using OLS with robust variance estimators to model a continuous, >> > log-transformed DV ranging from 0 to 10 in increments of 0.01 (this is >> > an immunologic test in common use in the U.S.). My goal is to >> > determine whether or not there are differences in this test >> > performance according to a categorical independent variable (rax, 4 >> > levels) with an interaction term (nt, 3 levels) and other categorical >> > covariates, as below: >> > <snip> * * 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**:**st: nlcom question***From:*john metcalfe <johnzmetcalfe@gmail.com>

**Re: st: nlcom question***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: nlcom question***From:*john metcalfe <johnzmetcalfe@gmail.com>

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