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From |
Justina Kamiel Grayman <justina.grayman@nyu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: probing interactions with continuous variables with mi test / mi test transform |

Date |
Thu, 9 Jun 2011 12:34:44 -0400 |

i am doing some postestimation tests on multiply imputed data. i am having trouble writing the syntax to test whether coefficients at 1 standard deviation below the mean(called "sdb" below), 1 standard deviation above the mean (called "sda" below), and at the mean of a continuous variable (called "avg" below) are different in a regression involving the interaction between a continuous variable (knowlmleC) and a dichotomous variable (bsent3ae). i would like to test 1) whether each of these three coefficients (at 1 sd above, 1 sd below, and at the mean) are equal to zero and 2) whether they are statistically different from each other. here is my syntax. *syntax to test whether the three coefficients are equal to zero mi estimate (sdb: _b[bsent3ae] + _b[knowlmleCXbsent3ae]*79.35) /// (avg:_b[bsent3ae] + _b[knowlmleCXbsent3ae]*100.55) /// (sda:_b[bsent3ae] + _b[knowlmleCXbsent3ae]*121.75), saving(modund): /// regress understanding /// ageyearC female foreignborn bsgyfedC bsgedumC latino bsent3aa bsent3ab bsent3ac bsent3ad bsent3ae /// trustmleC knowlmleC knowlmleCXbsent3ae /// mi test sdb avg sda /// ERROR MESSAGE FOR THIS SYNTAX: variable mi not found an error occurred when mi estimate executed regress on m=1 no results will be saved r(111); *syntax to test whether the three coefficients are equal mi estimate (diff1: 1sda - avg) (diff2: 1sdb - avg), saving(modund): /// regress understanding /// ageyearC female foreignborn bsgyfedC bsgedumC latino bsent3aa bsent3ab bsent3ac bsent3ad bsent3ae /// regionne regionse regionwest urbanicityurban urbanicityrural /// privateschool schoolseskindahigh schoolseskindalow schoolseslow /// trustmleC knowlmleC knowlmleCXbsent3ae /// mi testtransform diff1 diff2 ERROR MESSAGE FOR THIS SYNTAX: variable mi not found an error occurred when mi estimate executed regress on m=1 no results will be saved r(111); *syntax to test whether the three coefficients are equal (more complicated & i believe you can't do this because of all of the brackets/parenthesis) mi estimate: [diff1: (_b[bsent3ae] + _b[knowlmleCXbsent3ae]*79.35) -/// (_b[bsent3ae] + _b[knowlmleCXbsent3ae]*100.55)] /// [diff2: (_b[bsent3ae] + _b[knowlmleCXbsent3ae]*121.75) -/// (_b[bsent3ae] + _b[knowlmleCXbsent3ae]*100.55)], saving(modund) /// regress understanding /// ageyearC female foreignborn bsgyfedC bsgedumC latino bsent3aa bsent3ab bsent3ac bsent3ad bsent3ae /// regionne regionse regionwest urbanicityurban urbanicityrural /// privateschool schoolseskindahigh schoolseskindalow schoolseslow /// trustmleC knowlmleC knowlmleCXbsent3ae /// mi testtr diff1 diff2/// ERROR MESSAGE FOR THIS SYNTAX: [diff1 command not found r(111); * * 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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