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RE: st: How to apply and interpret lincom function as an additional analysis to xtmixed


From   Jakob Nielsen <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: How to apply and interpret lincom function as an additional analysis to xtmixed
Date   Thu, 9 Jan 2014 09:05:41 +0000

Dear Steve and Maarten

Thanks for your comprehensive replies. 

It is of great help! 

Best, Jakob

> Subject: Re: st: How to apply and interpret lincom function as an additional analysis to xtmixed
> From: [email protected]
> Date: Wed, 8 Jan 2014 18:05:26 -0500
> To: [email protected]
> 
> Jakob Nielsen has two groups, 4 time points in the first, and three in
> the second group. He wants to use -lincom- to get some pre-specified
> comparisons (if not pre-specified, then he needs a multiple comparison
> correction).
> 
> What Jakob has "been told" to do is not correct. Here are solutions that
> will do as he asked. Prefix all by -lincom-
> 
> Group 1
> 
> _Itime2 - _Itime3    /* compare 2 & 3 */
> _Itime2 - _Itime4    /* compare 2  & 4 */
> _Itime3 - _Itime4    /*  3 & 4 */
> 
> Group 2
> 
> _Itime_3 +_ItimXgro_3 _2  /* 3 and 1 */
> _Itime_2 +_ItimXgro_2_2  /* 2 and 1 */
> _Itime_3 +_ItimXgro_3 _2 - (_Itime_2 +_ItimXgro_2_2 ) /* 3 and 2 */
> 
> 
> As Maarten points out this will be much easier with, -margins-, here
> applied to -regress-
> 
> 
> *******************START******************
> sysuse auto, clear
> gen group = foreign +1
> recode rep78 1/2=3
> qui reg mpg rep78##group
> /* cell means and standard errors*/
> margins rep78#group
> 
> /* repeat margins with -coeflegend-
>   to see coefficient names
>  & -post- results to use -lincom- */
> 
> margins rep78#group, coeflegend post
> /* Compare rep78 = 3 to rep78 = 4 for groups = 1 & 2
>   Ignore the "bn" in the variable name*/
> lincom _b[3.rep78#1.group] - _b[4.rep78#1.group]
> lincom _b[3.rep78#2.group] -_b[4.rep78#2.group]
> 
> /* pwcompare: all pairwise comparisons: */
> qui reg mpg rep78##group
> margins rep78#group, pwcompare
> ********************STOP*****************
> 
> 
> Steve
> [email protected]
> 
> On Jan 3, 2014, at 11:02 AM, Jakob Nielsen wrote:
> 
> Im using tmixed and need to make a post estimation analysis (lincom) in
> addition to the information I get from the xtmixed analysis. However, I
> have doubt how to write the command correctly. 
> 
> I am using Stata 12.1 for windows. 
> 
> ----- 
> 
> Firstly,
> my dataset consists of two groups performing two different 
> interventions. There is an uneven number of measurement points between 
> the groups (4 vs. 3), but the first three measurements have been 
> performed at the same time between the groups.  
> 
> Group 1        Group 2
> id    Trial 1 Trial 2 Trial 3 Trial 4       Id    Trial 1 Trial 2 Trial 3
> FP1    x.xx    x.xx    x.xx    x.xx        FP13    x.xx    x.xx    x.xx
> Fp2    x.xx    x.xx    x.xx    x.xx        Fp14    x.xx    x.xx    x.xx
> FP3    x.xx    x.xx    x.xx    x.xx        FP15    x.xx    x.xx    x.xx
> FP4    x.xx    x.xx    x.xx    x.xx        FP16    x.xx    x.xx    x.xx
> FP5    x.xx    x.xx    x.xx    x.xx        FP19    x.xx    x.xx    x.xx
> FP6    x.xx    x.xx    x.xx    x.xx        FP20    x.xx    x.xx    x.xx
> FP7    x.xx    x.xx    x.xx    x.xx        FP21    x.xx    x.xx    x.xx
> FP9    x.xx    x.xx    x.xx    x.xx                    
> FP10   x.xx    x.xx    x.xx    x.xx                    
> FP11   x.xx    x.xx    x.xx    x.xx                    
> 
> When I compute the xtmixed analysis, I have the above data on the long format, and I get an output looking like this:
> 
> ----
> . xi: xtmixed measurement i.time*i.group || id: ,mle
> i.time            _Itime_1-4          (naturally coded; _Itime_1 omitted)
> i.group           _Igroup_1-2         (naturally coded; _Igroup_1 omitted)
> i.time*i.group    _ItimXgro_#_#       (coded as above)
> note: _ItimXgro_4_2 omitted because of collinearity
> 
> Performing EM optimization: 
> 
> Performing gradient-based optimization: 
> 
> Iteration 0:   log likelihood =  68.201963  
> Iteration 1:   log likelihood =  68.202082  
> Iteration 2:   log likelihood =  68.202082  
> 
> Computing standard errors:
> 
> Mixed-effects ML regression                     Number of obs      =        60
> Group variable: id                              Number of groups   =        17
>                                                
>                                                 Obs per group: min =         3
>                                                 avg                =       3.5
>                                                 max                =         4
> 
> 
>                                                 Wald chi2(6)       =    164.59
> Log likelihood =  68.202082                     Prob> chi2        =    0.0000
> 
> -------------------------------------------------------------------------------
>   measurement |      Coef.   Std. Err.    z       P>|z|     [95% Conf. Interval]
> --------------+----------------------------------------------------------------
>      _Itime_2 |  .3080587    .032767     9.40     0.000     .2438365    .3722809
>      _Itime_3 |  .257        .0317744    8.09     0.000     .1947233    .3192767
>      _Itime_4 |  .238        .0317744    7.49     0.000     .1757233    .3002767
>     _Igroup_2 |  .0041429    .0391134    0.11     0.916    -.0725181    .0808038
> _ItimXgro_2_2 | -.3109158    .0501596   -6.20     0.000    -.4092268   -.2126049
> _ItimXgro_3_2 | -.2541429    .0495169   -5.13     0.000    -.3511941   -.1570916
> _ItimXgro_4_2 |    0  (omitted)
>         _cons |  .103        .0250987    4.10     0.000     .0538075    .1521925
> -------------------------------------------------------------------------------
> 
> ------------------------------------------------------------------------------
>   Random-effects Parameters  |   Estimate   Std. Err.     [95% Conf. Interval]
> -----------------------------+------------------------------------------------
> id: Identity                 |
>                    sd(_cons) |   .0353746   .0129137      .0172964    .0723481
> -----------------------------+------------------------------------------------
>                 sd(Residual) |   .0710498   .0075191      .0577405    .0874268
> ------------------------------------------------------------------------------
> LR test vs. linear regression: chibar2(01) =     3.15 Prob>= chibar2 = 0.0379
> 
> .----
> 
> This
> is all fine. However in addition to this, I would like to get a 
> comparison within group comparison of the timepoints, which is not 
> provided with the xtmixed analysis. 
> 
> That being: 
> 
> Group 1: time 2 and 3
> Group 1: time 2 and 4
> Group 1: time 3 and 4 
> 
> And 
> 
> Group 2: time 1 and 2
> Group 2: time 1 and 3
> Group 2: time 2 and 3 
> 
> I have been told that the command to use is the following lincom commands: 
> 
> Group 1: 
> 
> lincom _Itime_2 + _Itime_3
> 
>  ( 1)  [measurement]_Itime_2 + [measurement]_Itime_3 = 0
> 
> ------------------------------------------------------------------------------
>  measurement |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>          (1) |   .5650587   .0556139    10.16   0.000     .4560574    .6740599
> ------------------------------------------------------------------------------
> 
> This should compare time 2 with time 3 in group 1. 
> 
> Group 2: 
> 
> lincom _Itime_2 + _ItimXgro_3_2
> 
>  ( 1)  [measurement]_Itime_2 + [measurement]_ItimXgro_3_2 = 0
> 
> ------------------------------------------------------------------------------
>  measurement |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>          (1) |   .0539158   .0501596     1.07   0.282    -.0443951    .1522268
> ------------------------------------------------------------------------------
> 
> This should compare time 2 with time 3 in group 2. 
> 
> However,
> I am not entirely sure, whether I have setup the command correctly. 
> Thus, the question is, whether the above lincom command is correct setup
> in regards to the purpose (within group comparisons of time 2 and 3)? 
> 
> Thanks in advance. 
> 
> Best, Jakob Nielsen 		 	   		  
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