Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: test after margins and xtmixed


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: test after margins and xtmixed
Date   Mon, 12 Mar 2012 10:50:54 -0400

Ricardo Ovaldia <ovaldia@yahoo.com>:
You are testing whether the sixes are equal to zero, not whether the
sixes are equal to each other.

On Mon, Mar 12, 2012 at 10:46 AM, Ricardo Ovaldia <ovaldia@yahoo.com> wrote:
> Dear all,
>
> I have a question about using –margins- and –test- after –xtmixed- to test if “groups” differ at specific times. I am concerned with the small SE that margin reports.
>
> Here is an example:
>
> I fit the following -xtmixed- model:
> . xtmixed ft i.group##month || id: group, cov(unstructured) mle
>
> And I am interested in comparing the group effect at certain time, 3 months for example, I used –margins, post- and then –test-:
>
> . margins, over(group month) post
>
> Predictive margins                                Number of obs   =        344
>
> Expression   : Linear prediction, fixed portion, predict()
> over         : group month
>
>
> ------------------------------------------------------------------------------
>             |            Delta-method
>             |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>  group#month |
>       1  3  |   6.382194   .0760204    83.95   0.000     6.233196    6.531191
>       1  6  |   7.693377   .0819562    93.87   0.000     7.532746    7.854008
>       1  9  |   8.709543   .1006514    86.53   0.000      8.51227    8.906816
>       1 12  |   9.167792   .1323406    69.27   0.000     8.908409    9.427175
>       2  3  |   6.053284   .0700887    86.37   0.000     5.915913    6.190655
>       2  6  |   7.900573   .0777758   101.58   0.000     7.748135    8.053011
>       2  9  |   9.124052   .1023024    89.19   0.000     8.923543    9.324561
>       2 12  |   10.04959   .1374368    73.12   0.000     9.780223    10.31897
>       3  3  |   6.074073   .0780239    77.85   0.000     5.921149    6.226997
>       3  6  |   7.949809   .0856802    92.78   0.000     7.781879    8.117739
>       3  9  |   9.337498   .1128377    82.75   0.000      9.11634    9.558655
>       3 12  |   10.14703   .1480792    68.52   0.000     9.856798    10.43726
> ------------------------------------------------------------------------------
>
> . test 1.group#3.month 2.group#3.month 3.group#3.month
>
>  ( 1)  1bn.group#3bn.month = 0
>  ( 2)  2.group#3bn.month = 0
>  ( 3)  3.group#3bn.month = 0
>
>           chi2(  3) =19762.54
>         Prob > chi2 =    0.0000
>
> Is this correct?

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index