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Re: st: Omnibus effects following xtmelogit with margins


From   "Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Omnibus effects following xtmelogit with margins
Date   Fri, 24 Sep 2010 10:04:57 -0700

Dear Rob

I wonder if you really want to specify the -xtmelogit- command as you have. I am wondering if you really wanted to do what you showed (repeated below)...

. xtmelogit y i.time##i.group cov1 cov2 >0 ||subj: ||time:, nolog

  or whether you want to do this...

. xtmelogit y i.time##i.group cov1 cov2 >0 ||subj: time, nolog

I am thinking you might have intended the latter because that specifies a random intercept, as well as a random coefficient for the effect of time (at the subject level). The question that remains for me is whether you need to do something special because -time- is a factor variable, perhaps it is -||subj: R.time-, but I am not sure since I have never done this and see very little documentation on this.

If this is the way you want to specify your model, then I think it might solve your -margins- problem.

I hope this helps,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-09-24 8.26 AM, Ploutz-Snyder, Robert (JSC-SK)[USRA] wrote:
Happy Friday Statalisters.

I'm hoping someone can verify that -testparm- works appropriately to test the highest-order ominibus interaction effects following -xtmelogit- (as it works with xtmixed, for example). I also ran into a snag using -margins- as I usually do after an -xtmixed- model to obtain omnibus main effects for an ordinal factor variable.

  My model includes an indicator for time (three times) and an indicator for group (two groups) plus two continuous covariates.

xtmelogit y i.time##i.group cov1 cov2>0 ||subj: ||time:, nolog

...output omitted...


My test of the omnibus interaction effect  (as I would run following xtmixed) revealed:

. testparm time#group2

  ( 1)  [eq1]2.time#10000.group2 = 0
  ( 2)  [eq1]3.time#10000.group2 = 0

            chi2(  2) =    6.46
          Prob>  chi2 =    0.0396

But my use of -margins- to get the omnibus main effect for time (as I would with xtmixed) failed:

. margins time, asbalanced atmeans
default prediction is a function of possibly stochastic quantities other than e(b)
r(498);


Any assistance on this error?  Rob

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