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Re: st: test after margins and xtmixed
From
Ricardo Ovaldia <[email protected]>
To
[email protected]
Subject
Re: st: test after margins and xtmixed
Date
Mon, 12 Mar 2012 08:31:10 -0700 (PDT)
Ooops, I am sorry. I meant:
. test 1.group#3.month= 2.group#3.month= 3.group#3.month
( 1) 1bn.group#3bn.month - 2.group#3bn.month = 0
( 2) 1bn.group#3bn.month - 3.group#3bn.month = 0
chi2( 2) = 12.22
Prob > chi2 = 0.0022
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
--- On Mon, 3/12/12, Austin Nichols <[email protected]> wrote:
> From: Austin Nichols <[email protected]>
> Subject: Re: st: test after margins and xtmixed
> To: [email protected]
> Date: Monday, March 12, 2012, 9:50 AM
> Ricardo Ovaldia <[email protected]>:
> 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 <[email protected]>
> 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?
>
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