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From |
"Airey, David C" <david.airey@Vanderbilt.Edu> |

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

Subject |
st: lincom after margins |

Date |
Sat, 8 May 2010 12:42:14 -0500 |

. I noticed that use of -lincom- after -margins- can make it easier to get linear combinations than -lincom- immediately after -regress-. Immediately after -regress-, you need to know what the coefficients mean. This is not so true after use of margins. Is the example below fair use? clear /* made up data, two factor regress/anova model using margins & lincom to get simple main effect tests after significant interaction */ input group dose y 1 1 1 1 1 2 1 1 3 1 2 4 1 2 5 1 2 6 1 3 9 1 3 10 1 3 11 1 4 14 1 4 15 1 4 16 0 1 0 0 1 1 0 1 2 0 2 2 0 2 3 0 2 4 0 3 3 0 3 4 0 3 5 0 4 5 0 4 6 0 4 7 end table group dose, c(mean y) regress y i.group##i.dose /* notes about coefficients: _cons = group 0 at dose 1 1.group = group 1 at dose 1 - group 0 at dose 1 2.dose = group 0 at dose 2 - _cons 3.dose = group 0 at dose 3 - _cons 4.dose = group 0 at dose 4 - _cons 2.dose#1.group = (5-3)-(2-1) = 1 <-- a difference in the differences (group 1 at dose 2 - group 0 at dose 2) - (group 1 at dose 1 - group 0 at dose 1) 3.dose@1.group = (10-4)-(2-1) = 5 (group 1 at dose 3 - group 0 at dose 3) - (group 1 at dose 1 - group 0 at dose 1) 4.dose@1.group = (15-6)-(2-1) = 8 (group 1 at dose 4 - group 0 at dose 4) - (group 1 at dose 1 - group 0 at dose 1) */ /* All pairwise comparions have: _cons + ?.group + ?.dose + ?.group#?.dose which simplify when ? refers to the base category not in the model see <http://www.stata.com/support/faqs/stat/test1.html>, section "Overparameterized ANOVA model" */ /* group 1 at dose 1 ... why? group0@dose1 + (group1@dose1 - group0@dose1) */ lincom _cons + 1.group /* group 0 at dose 2 ... why? group0@dose1 + (group0@dose2 - group0@dose1) */ lincom _cons + 2.dose /* group 1 at dose 2 ...why? group0@dose1 + (group0@dose2 - group0@dose1) + (group1@dose1 - group0@dose1) + (group1@dose2 - group0@dose2) - (group1@dose1 - group0@dose1) = group1@dose2, after simplification */ lincom _cons + 2.dose + 1.group + 2.dose#1.group /* group 1 - group 0 at dose 2 ... we can simplify from the lincom statements rather than the coefficients */ lincom 1.group + 2.dose#1.group /* the other differences follow the same pattern */ lincom 1.group + 3.dose#1.group lincom 1.group + 4.dose#1.group /* but use of lincom after margins may be easier, e.g., */ regress y i.dose##i.group margins i.dose##i.group, post lincom 1.dose#1.group - 1.dose#0.group lincom 2.dose#1.group - 2.dose#0.group lincom 3.dose#1.group - 3.dose#0.group lincom 4.dose#1.group - 4.dose#0.group /* is this use of lincom after margins fair? */ * * 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/

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