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


From   Chris <chris.stata@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: RE: margins, marginsplot and piecewise regression
Date   Tue, 18 Jun 2013 12:29:29 +0200

I found a solution to my problem, described in the book by Mitchell
suggested above. Apparently, doing those piecewise predictions is one
of the few things marginsplot is not suitable for. The solution from
the book involves splines, the margins command and manual plotting via
line graphs.

Thank you again for the book suggestion, it really helped.

On Fri, Jun 14, 2013 at 11:38 PM, Chris <chris.stata@gmail.com> wrote:
> 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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