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st: Interactions in xreg


From   Morten Hesse <mh@crf.au.dk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Interactions in xreg
Date   Mon, 23 Aug 2010 10:02:30 +0200

I found something that puzzles me.

I have data, where subjects are tested in 5 blocks. Subjects vary on variable "ant" (dummy coded). I want to test of there is a curvi-linear effect of "ant" on outcome igt.
blocksq=block^2 (to test curvi-linearity).

This:

. xtreg igt ant block blocksq ant*blocksq age gender, mle


Gives me as a result an output, where I have parameters for each variable, including two for asp*blocksq, but only one for asp*block. No error message.

"block" is a float variable format %9.0g
"blocksq" is a float varible format %9.0g


Any ideas why I get two coefficients for one interaction, but only one for the other?

Would it be wrong of me to estimate the interactions simply as variables that I calculate "by hand", i.e. newvariable=ant*block, newvariable=ant*block^2, and enter those in stead of the interactions as determined by Stata.

Any help is appreciated.

Den 20-08-2010 17:05, Steve Samuels skrev:
I don't really understand what you did, so I can't say much about it.

You say that Stata is taking much time---to do what? How do you know
it's your data set up and not something else? The list FAQ request
that you show _exactly_ what you typed and what Stata produced.

Don't do a "duration" analysis. I don't what "SILC" is (and you have
not given references, as the FAQ request), but I assume that people
could be in the initial state (poverty or not) for some time prior to
the first wave. If so, the first wave is probably not a natural
origin. If you don't have dates of transitions, you have grouped data;
if you have losses to follow-up between interviews, you have interval
censoring. You do not have enough time points (only two intervals) or
information to meet the assumptions of a grouped data ("discrete")
duration analysis

Instead, I suggest that you model changes in status between waves. You
will need at most two-lines of data for every person, one for each of
the two intervals. You can have one model for transition to poverty
and a second for transition out of poverty. Use -logistic- or
-cloglog- for each model and cluster on person ID to correct standard
errors.

If you have trouble with this analysis, come back to the list. With a
potential data set-up problem, show: lines of actual data ( include
IDs but exclude most covariates, please); the Stata statements you
used to transform the data; and a listing of the final analysis data
set corresponding to the same data lines you originally showed. Keep
the dots for missing values.


Steve.


Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax: 206-202-4783


On Tue, Aug 17, 2010 at 10:57 AM, Sabrina Carrossa<carrossa@gmail.com>  wrote:
Hi all,

I am trying to execute a multilevel duration model.
Since Stata is taking a lot of time to give me an output, I think that
I probably did some mistakes.

I would be most grateful if you can help me.

First of all, my aim is to analyse the entering in (and then exiting
from) poverty. I used a multidimensional definition of poverty that
combine both the monetary poverty and the material deprivation in one
dummy index of "consistent poverty" (1: if poor and deprived; 0:
otherwise).
Since I am analysing the first three waves of SILC data, I can't study
the re-entering/re-exeting from poverty, but I am focusing on a single
event.

I have a doubt about the input data. In order to analyse the entering
in poverty, I created the person-year Db expanding each case D-times,
using the following algorithm:

where:
- T1, T2, T3: three waves; Values: 1 (poor) 0 (not poor) and 2
(missing, but in my Db it is ".");
- Y, Values 1 (entering in poverty) 0 (never been poor)
- D: duration

T1    T2    T3  Y       D
0       0       0       0       3
0       0       1       1       3
0       0       2       0       2

0       1       0       1       2
0       1       1       1       2
0       1       2       1       2

0       2       0       0       1
0       2       1       dropped dropped
0       2       2       0       1

1       0       0       dropped dropped
1       0       1       dropped dropped
1       0       2       dropped dropped

1       1       0       dropped dropped
1       1       1       dropped dropped
1       1       2       dropped dropped

1       2       0       dropped dropped
1       2       1       dropped dropped
1       2       2       dropped dropped

2       0       0       0       2
2       0       1       1       2
2       0       2       0       1

2       1       0       dropped dropped
2       1       1       dropped dropped
2       1       2       dropped dropped

2       2       0       0       1
2       2       1       dropped dropped
2       2       2       dropped dropped



Did I keep/drop my cases in the right way?

Thanks a lot and sorry for this very long-mail.

--
sabrina
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