Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Ricardo Ovaldia <ovaldia@yahoo.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: difference between -test- and -contrast- in Statat 12 |
Date | Fri, 26 Aug 2011 05:13:34 -0700 (PDT) |
Thank you Richard. Ricardo Ovaldia, MS Statistician Oklahoma City, OK ----- Original Message ----- From: Richard Williams <richardwilliams.ndu@gmail.com> To: statalist@hsphsun2.harvard.edu; "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> Cc: Sent: Thursday, August 25, 2011 10:33 PM Subject: Re: st: difference between -test- and -contrast- in Statat 12 At 10:15 PM 8/25/2011, Ricardo Ovaldia wrote: > >I am using the new -contrast- command in Stata 12 to test a contrast >after ANOVA and I get different p-values than when using -test- >although the marginal means are the same. My guess is that it is because the first statistic is an F statistic with d.f. 1, 63 while the 2nd statistic is chi-square(1). Since N is small the P values don't match exactly. I added [fw=15] to your anova command (to make the sample larger] and the P values were the same to at least 4 decimal places. Try it with larger samples (or just inflate your own sample using fweights) and see if the discrepancies disappear. > >I illustrate with the auto data by first making the rep78 variable a >3 level variable and then running an ANOVA follow by -contrast-: > >. sysuse auto,clear >. replace rep78=3 if rep78<3 >. anova price rep78##foreign > <output omitted> >. contrast r.foreign@rep78 > >Contrasts of marginal linear predictions > >Margins : asbalanced > >------------------------------------------------- > | df F P>F >--------------+---------------------------------- >foreign@rep78 | > (1 vs 0) 3 | 1 0.73 0.3965 > (1 vs 0) 4 | 1 0.07 0.7881 > (1 vs 0) 5 | 1 0.80 0.3743 > Joint | 3 0.53 0.6606 > | > Residual | 63 >------------------------------------------------- > >--------------------------------------------------------------- > | Contrast Std. Err. [95% Conf. Interval] >--------------+------------------------------------------------ >foreign@rep78 | > (1 vs 0) 3 | -1529.739 1792.049 -5110.862 2051.385 > (1 vs 0) 4 | 379.8889 1407.262 -2432.3 3192.078 > (1 vs 0) 5 | 2088.167 2333.681 -2575.322 6751.655 >--------------------------------------------------------------- > > From the above tables the p-value for the test of foreign withing > rep78=3 is: p=0.3965 > >Now using -margin, post- follow by -test- for the same comparison >(i.e. foreign withing rep78=3): >. margins ,over(rep78 foreign) post cformat(%5.2f) > >Predictive margins Number of obs = 69 > >Expression : Linear prediction, predict() >over : rep78 foreign > >------------------------------------------------------------------------------- > | Delta-method > | Margin Std. Err. z P>|z| [95% > Conf. Interval] >--------------+---------------------------------------------------------------- >rep78#foreign | > 3 > 0 | 6358.41 490.77 12.96 0.000 5396.51 7320.30 > 3 > 1 | 4828.67 1723.54 2.80 0.005 1450.60 8206.74 > 4 > 0 | 5881.56 995.08 5.91 0.000 3931.23 7831.89 > 4 > 1 | 6261.44 995.08 6.29 0.000 4311.11 8211.77 > 5 > 0 | 4204.50 2110.89 1.99 0.046 67.22 8341.78 > 5 > 1 | 6292.67 995.08 6.32 0.000 4342.34 8243.00 >------------------------------------------------------------------------------- > >. test 0.foreign#3.rep78=1.foreign#3.rep78 > > ( 1) 3bn.rep78#0bn.foreign - 3bn.rep78#1.foreign = 0 > > chi2( 1) = 0.73 > Prob > chi2 = 0.3933 > >I get a different p-value. Although close in this example, in >another case that have the p-values are further apart: (0.0026 vs 0.0089). >Why are these two methods giving different answers? > >Thank you, >Ricardo > >Ricardo Ovaldia, MS >Statistician >Oklahoma City, OK > > >* >* For searches and help try: >* http://www.stata.com/help.cgi?search >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/ ------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/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/statalist/faq * http://www.ats.ucla.edu/stat/stata/