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From |
Joerg Luedicke <joerg.luedicke@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Test for significance of the difference between knee locations? |

Date |
Thu, 18 Oct 2012 17:12:00 -0500 |

I was just putting together some example code, similar in principle to Austin's code, but encountered difficulties with the -test- command. If we use Austin's code: *--Austin Nichols' code-- sysuse nlsw88, clear *compare extremum positions for quadratics, e.g. for *tw qfit wage age if union==0||qfit wage age if union==1 reg wage c.age##c.age##i.union, nohe loc 1 (k1:-_b[age]/_b[c.age#c.age]/2) loc 2 (k2:-(_b[age]+_b[1.union#c.age])/ loc 2 `2'(_b[c.age#c.age]+_b[1.union#c.age#c.age])/2) nlcom `1' `2', post test k1==k2 *------------------------------- I get an error message after -test k1==k2-: . test k1==k2 k1 not found r(111); However, I can do: . test k1 ( 1) k1 = 0 F( 1, 1872) = 433.55 Prob > F = 0.0000 and . test k2 ( 1) k2 = 0 F( 1, 1872) = 54.22 Prob > F = 0.0000 Anybody else experiencing this? (I am using Stata 11.2) Joerg On Thu, Oct 18, 2012 at 4:10 PM, Austin Nichols <austinnichols@gmail.com> wrote: > Jordan Silberman <silberman.stata@gmail.com>: > Do not test all coefs' equality if you want to test whether maxima or > minima are in the same position on the x axis. Rather solve for maxima > or minima by setting the first derivative to zero to find that the > extremum is where x equals the negative of the linear term's coef > divided by twice the quadratic term's coef (-b/2a in the usual > parlance, for y=ax^2+bx+c). > > sysuse nlsw88, clear > *compare extremum positions for quadratics, e.g. for > *tw qfit wage age if union==0||qfit wage age if union==1 > reg wage c.age##c.age##i.union, nohe > loc 1 (k1:-_b[age]/_b[c.age#c.age]/2) > loc 2 (k2:-(_b[age]+_b[1.union#c.age])/ > loc 2 `2'(_b[c.age#c.age]+_b[1.union#c.age#c.age])/2) > nlcom `1' `2', post > test k1==k2 > * or keep your command shorter > g a2=age^2 > g ua=union*age > g ua2=union*a2 > g na=(union==0)*age > g na2=(union==0)*a2 > g nu=(union==0) > reg wage union ua ua2 nu na na2, hascons > test ua=na > nlcom (k1:-_b[na]/_b[na2]/2) (k2:-_b[ua]/_b[ua2]/2), post > test k1==k2 > > *do not test all 3 param like so: > reg wage union ua ua2 nu na na2, hascons > test ua=na > test ua2=na2, accum > test union=nu, accum > > > On Thu, Oct 18, 2012 at 4:25 PM, Jordan Silberman > <silberman.stata@gmail.com> wrote: >> Hi Stata folks, >> >> I'm searching for a method I can run in Stata that will allow me to >> test whether the location of the knee for one quadratic model >> significantly differs from that of another quadratic model. >> >> I have 2 quadratic models, each modeling a different category of >> healthcare costs as a function of age. Let's say, for illustrative >> purposes, that the knee of the first quadratic model occurs at age 45, >> and the knee for the second model occurs at age 55. >> >> Can anybody suggest a method for testing whether the former "knee age" >> differs significantly from the latter "knee age?" The idea is to test >> the hypothesis that there is a difference across the 2 models in the >> age at which the costs growth rate begins to increase. >> >> Any suggestions would be greatly appreciated. >> >> Thanks, >> Jordan > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Test for significance of the difference between knee locations?***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**st: Test for significance of the difference between knee locations?***From:*Jordan Silberman <silberman.stata@gmail.com>

**Re: st: Test for significance of the difference between knee locations?***From:*Austin Nichols <austinnichols@gmail.com>

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