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Re: st: difference between -test- and -contrast- in Statat 12
From
Ricardo Ovaldia <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: difference between -test- and -contrast- in Statat 12
Date
Fri, 26 Aug 2011 05:13:34 -0700 (PDT)
Thank you Richard.
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
----- Original Message -----
From: Richard Williams <[email protected]>
To: [email protected]; "[email protected]" <[email protected]>
Cc:
Sent: Thursday, August 25, 2011 10:33 PM
Subject: Re: st: difference between -test- and -contrast- in Statat 12
At 10:15 PM 8/25/2011, Ricardo Ovaldia wrote:
>
>I am using the new -contrast- command in Stata 12 to test a contrast
>after ANOVA and I get different p-values than when using -test-
>although the marginal means are the same.
My guess is that it is because the first statistic is an F statistic
with d.f. 1, 63 while the 2nd statistic is chi-square(1). Since N is
small the P values don't match exactly. I added [fw=15] to your anova
command (to make the sample larger] and the P values were the same to
at least 4 decimal places. Try it with larger samples (or just
inflate your own sample using fweights) and see if the discrepancies disappear.
>
>I illustrate with the auto data by first making the rep78 variable a
>3 level variable and then running an ANOVA follow by -contrast-:
>
>. sysuse auto,clear
>. replace rep78=3 if rep78<3
>. anova price rep78##foreign
> <output omitted>
>. contrast r.foreign@rep78
>
>Contrasts of marginal linear predictions
>
>Margins : asbalanced
>
>-------------------------------------------------
> | df F P>F
>--------------+----------------------------------
>foreign@rep78 |
> (1 vs 0) 3 | 1 0.73 0.3965
> (1 vs 0) 4 | 1 0.07 0.7881
> (1 vs 0) 5 | 1 0.80 0.3743
> Joint | 3 0.53 0.6606
> |
> Residual | 63
>-------------------------------------------------
>
>---------------------------------------------------------------
> | Contrast Std. Err. [95% Conf. Interval]
>--------------+------------------------------------------------
>foreign@rep78 |
> (1 vs 0) 3 | -1529.739 1792.049 -5110.862 2051.385
> (1 vs 0) 4 | 379.8889 1407.262 -2432.3 3192.078
> (1 vs 0) 5 | 2088.167 2333.681 -2575.322 6751.655
>---------------------------------------------------------------
>
> From the above tables the p-value for the test of foreign withing
> rep78=3 is: p=0.3965
>
>Now using -margin, post- follow by -test- for the same comparison
>(i.e. foreign withing rep78=3):
>. margins ,over(rep78 foreign) post cformat(%5.2f)
>
>Predictive margins Number of obs = 69
>
>Expression : Linear prediction, predict()
>over : rep78 foreign
>
>-------------------------------------------------------------------------------
> | Delta-method
> | Margin Std. Err. z P>|z| [95%
> Conf. Interval]
>--------------+----------------------------------------------------------------
>rep78#foreign |
> 3
> 0 | 6358.41 490.77 12.96 0.000 5396.51 7320.30
> 3
> 1 | 4828.67 1723.54 2.80 0.005 1450.60 8206.74
> 4
> 0 | 5881.56 995.08 5.91 0.000 3931.23 7831.89
> 4
> 1 | 6261.44 995.08 6.29 0.000 4311.11 8211.77
> 5
> 0 | 4204.50 2110.89 1.99 0.046 67.22 8341.78
> 5
> 1 | 6292.67 995.08 6.32 0.000 4342.34 8243.00
>-------------------------------------------------------------------------------
>
>. test 0.foreign#3.rep78=1.foreign#3.rep78
>
> ( 1) 3bn.rep78#0bn.foreign - 3bn.rep78#1.foreign = 0
>
> chi2( 1) = 0.73
> Prob > chi2 = 0.3933
>
>I get a different p-value. Although close in this example, in
>another case that have the p-values are further apart: (0.0026 vs 0.0089).
>Why are these two methods giving different answers?
>
>Thank you,
>Ricardo
>
>Ricardo Ovaldia, MS
>Statistician
>Oklahoma City, OK
>
>
>*
>* 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/
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
*
* 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/
*
* 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/