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| From | Ricardo Ovaldia <ovaldia@yahoo.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: test after margins and xtmixed |
| Date | Mon, 12 Mar 2012 09:26:40 -0700 (PDT) |
Corrected post:
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 - 2.group#3bn.month = 0
( 2) 1bn.group#3bn.month - 3.group#3bn.month = 0
chi2( 2) = 12.22
Prob > chi2 = 0.0022
Is this correct?
Thank you,
Ricardo
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
--- On Mon, 3/12/12, Ricardo Ovaldia <ovaldia@yahoo.com> wrote:
> From: Ricardo Ovaldia <ovaldia@yahoo.com>
> Subject: Re: st: test after margins and xtmixed
> To: statalist@hsphsun2.harvard.edu
> Date: Monday, March 12, 2012, 10:31 AM
> Ooops, I am sorry. I meant:
>
> . test 1.group#3.month= 2.group#3.month= 3.group#3.month
>
> ( 1) 1bn.group#3bn.month - 2.group#3bn.month = 0
> ( 2) 1bn.group#3bn.month - 3.group#3bn.month = 0
>
> chi2( 2)
> = 12.22
> Prob > chi2
> = 0.0022
>
>
>
>
>
> Ricardo Ovaldia, MS
> Statistician
> Oklahoma City, OK
>
>
> --- On Mon, 3/12/12, Austin Nichols <austinnichols@gmail.com>
> wrote:
>
> > From: Austin Nichols <austinnichols@gmail.com>
> > Subject: Re: st: test after margins and xtmixed
> > To: statalist@hsphsun2.harvard.edu
> > Date: Monday, March 12, 2012, 9:50 AM
> > Ricardo Ovaldia <ovaldia@yahoo.com>:
> > You are testing whether the sixes are equal to zero,
> not
> > whether the
> > sixes are equal to each other.
> >
> > On Mon, Mar 12, 2012 at 10:46 AM, Ricardo Ovaldia
> <ovaldia@yahoo.com>
> > wrote:
> > > 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?
> >
> > *
> > * 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/
>
*
* For searches and help try:
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