st: test after margins and xtmixed

[Ricardo Ovaldia <ovaldia@yahoo.com>]

Dear all,

I have a question about using –margins- and –test- after –xtmixed- to test if “groups” differ at specific times. I am concerned with the small SE that margin reports.

Here is an example:

I fit the following -xtmixed- model:
. xtmixed ft i.group##month || id: group, cov(unstructured) mle

And I am interested in comparing the group effect at certain time, 3 months for example, I used –margins, post- and then –test-:

. margins, over(group month) post

Predictive margins                                Number of obs   =        344

Expression   : Linear prediction, fixed portion, predict()
over         : group month


------------------------------------------------------------------------------
             |            Delta-method
             |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
 group#month |
       1  3  |   6.382194   .0760204    83.95   0.000     6.233196    6.531191
       1  6  |   7.693377   .0819562    93.87   0.000     7.532746    7.854008
       1  9  |   8.709543   .1006514    86.53   0.000      8.51227    8.906816
       1 12  |   9.167792   .1323406    69.27   0.000     8.908409    9.427175
       2  3  |   6.053284   .0700887    86.37   0.000     5.915913    6.190655
       2  6  |   7.900573   .0777758   101.58   0.000     7.748135    8.053011
       2  9  |   9.124052   .1023024    89.19   0.000     8.923543    9.324561
       2 12  |   10.04959   .1374368    73.12   0.000     9.780223    10.31897
       3  3  |   6.074073   .0780239    77.85   0.000     5.921149    6.226997
       3  6  |   7.949809   .0856802    92.78   0.000     7.781879    8.117739
       3  9  |   9.337498   .1128377    82.75   0.000      9.11634    9.558655
       3 12  |   10.14703   .1480792    68.52   0.000     9.856798    10.43726
------------------------------------------------------------------------------

. test 1.group#3.month 2.group#3.month 3.group#3.month

 ( 1)  1bn.group#3bn.month = 0
 ( 2)  2.group#3bn.month = 0
 ( 3)  3.group#3bn.month = 0

           chi2(  3) =19762.54
         Prob > chi2 =    0.0000

Is this correct?

Thank you,
Ricardo

Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK

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