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RE: st: ST: postestimation test

From   "Bontempo, Daniel E" <>
To   <>
Subject   RE: st: ST: postestimation test
Date   Fri, 6 Aug 2010 16:55:04 -0500

Thanks Maarten this reply was helpful. I am now acquainted with "margins, post" and the subsequent use of test, as well as example #10, testing Margins, in the user guide entry for margins.

I have two followup questions.

First, if I understand the point about "test" only being available for model coefficients (or combinations), I am unsure what it was doing when I specified some combinations that were not estimated coefficients. For example:

. test 0.condition#0.ageGrp = 1.condition#1.ageGrp

 ( 1)  [condCorr_pct]0b.condition#0b.ageGrp - [condCorr_pct]1.condition#1.ageGrp = 0

           chi2(  1) =    1.38
         Prob > chi2 =    0.2402

. test 0.condition#1.ageGrp = 1.condition#1.ageGrp

 ( 1)  [condCorr_pct]0b.condition#1o.ageGrp - [condCorr_pct]1.condition#1.ageGrp = 0

           chi2(  1) =    1.38
         Prob > chi2 =    0.2402

In the 1st test, I compare the 11 interaction (which was a coefficient) to the 00 reference condition. Butin the 2nd test I tried to specify the 10 group to the 00 reference, and this was not a coefficient - yet it appeared to do something. Further what it did is identical to the result of the 1st test. What was Stata doing here?

Second, I am doing analyses for a colleague who writes for a literature where reporting mean differences, SDs, t/F stats, and p-values is the accepted practice. Is there some way to translate into t or F metric the chisq from the Wald test performed by the test command after I post the margins?

Also, can SE be sample size adjusted to yield SD with multilevel models? Would the number of level-2 groups be used as the sample size?

I know this is getting complex, but any further discussion or reference would be appreciated.


-----Original Message-----
From: [] On Behalf Of Maarten buis
Sent: Friday, August 06, 2010 10:17 AM
Subject: Re: st: ST: postestimation test

--- On Fri, 6/8/10, Bontempo, Daniel E wrote:
> The model showed the interaction of two factors was
> significant, and I thought I could use "test" to probe
> which pairs of means were actually different. But some
> comparisons involving the reference condition do not
> work, and I am not sure why the test is giving chisq.
> -----
> . margins condition#ageGrp
> . test 0.condition#1.ageGrp=1.condition#1.ageGrp

this test refers to the parameters in your model, not
to the table you get from margins. To test the differences
in predicted outcomes, you must first specify the -post- 
option in -margins-. 

-test- gives you a Chi square statistic  because it
produces a Wald test of possibly multiple constraints, in
which case it cannot use the normal distribution as the 
sampling distribution of the test statistic.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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