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# Re: st: RE: RE: margins, marginsplot and piecewise regression

 From Chris To statalist Subject Re: st: RE: RE: margins, marginsplot and piecewise regression Date Fri, 14 Jun 2013 23:38:24 +0200

```Hi Alex and George,

thank you for the book recommendation, I will have access to it on
Monday. Sounds promising. I actually got the idea of running a
piecewise regression from the UCLA page.

George, your hint unfortunately didn't change much. I think the error
is in the way I compute the margins. Using instead

margins, at(time1==(1(1)39) phase=(0(1)2)) over(control)
marginsplot, name(piecewise, replace) noci

at least gives me the right curves, although now I have 6 instead of 2
lines - still need to figure out if it's possible to truncate at the
right places. Maybe the book mentioned above gives some solutions.

best, Chris

On Fri, Jun 14, 2013 at 3:01 PM, Knee, Alexander
<Alexander.Knee@baystatehealth.org> wrote:
> If you haven't already looked at it, there is an excellent tutorial on piecewise regression using Stata from the UCLA Statistical Consulting Group
>  http://www.ats.ucla.edu/stat/stata/faq/piecewise.htm
>
> In addition, Michael Mitchell's book on Interpreting and Visualizing Regression Models Using Stata is excellent and goes into great detail in regards to piecewise models and margins.  In particular he has a variety of coding schemes that you can apply to your piecewise model as well as how to pull out the appropriate results using margins and then creating two-way graphs (either automated or via brute force) to represent the results in a piecewise fashion.  I strongly recommend this one!
> Mitchell, M. N. (2012) Interpreting and Visualizing Regression Models Using Stata. College Station, TX: Stata Press.
>
> For a review of his book see :http://www.stata-journal.com/article.html?article=gn0053
> Acock, A.C. (2012) Review of Interpreting and Visualizing Regression Models Using Stata by Michael N. Mitchell. The Stata Journal: 12(3) 562-564.
>
>
>
> Alex Knee, Biostatistician
> Baystate Medical Center
> Springfield, MA
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Hoffman, George
> Sent: Friday, June 14, 2013 8:39 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: margins, marginsplot and piecewise regression
>
> Have you tried this:
> margins i.control, at(time=(1(1)39))
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Chris
> Sent: Friday, June 14, 2013 4:03 AM
> To: statalist
> Subject: st: margins, marginsplot and piecewise regression
>
> Dear Statalist,
>
> I am running a piecewise regression of the form
>
> reg depvar i.period#control#(c.time1##c.time1##c.time1)
>
> where period can take values 0,1,2; control is a dummy denoting the control group, and time1 gives the month (from 1 to 39). Hence, I want to estimate a third degree polynomial time trend for each of the 3 periods in each of the two groups (3*2 polynomials overall), and plot the time trend for both control and treatment group.
>
> The regression runs fine, and when I plot the polynomial(s) using the coefficients I get reasonable results. However, when I want to plot it via marginsplot, using
>
> margins, at(time1==(1(1)39)) over(control) marginsplot, name(piecewise, replace)
>
> then what I get is something like a second degree polynomial; nothing piecewise; for the plot see here:
> https://dl.dropboxusercontent.com/u/6071534/piecewise.pdf
>
> When I plot a polynomial for the last period manually using the estimated coefficients, it seems reasonable and very unlike the
> marginsplot: https://dl.dropboxusercontent.com/u/6071534/manualplot.pdf
>
> In short, the problem seems to be that margins won't predict the piecewise model correctly. If I replace period with all 1, then marginsplot works fine (just one polynomial for the entire support, instead of three). Can margins not deal with this piecewise specification? Or do I have to specify the model differently?
>
> Any help is very much appreciated
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