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RE: st: RE: GLLAMM: logitic regression interaction non signficant but lincom gives signficant result


From   Abdelouahid Tajar <a_tajar@hotmail.co.uk>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: GLLAMM: logitic regression interaction non signficant but lincom gives signficant result
Date   Sat, 19 May 2012 18:22:16 +0100

Thanks for all the comments and the references,

Indeed the interaction term tests if the two slopes are significantly different from each other and you only get the slope and its confidence interval for the reference group, however lincom " computes point estimates, standard errors, t or z statistics, p-values, and confidence intervals for linear combinations of coefficients after any estimation command".

Because I wanted to compute the slope of group1 I run the lincom, BUT, the lincom result are in contradiction ( in terms of significance) with the interaction  result in the main model. The main model says that the two slopes are not significantly different (interaction non significant0 and because the slope of the reference is not significantly different from 0 this should mean that the slope of group1 is also not significantly different from 0 but the lincom result shows that the slope of group 1 is actually significantly different from 0, hence my confusion.

Denominator in gllamm is for the number of trials, hence for a Bernoulli distribution denominator is set to be 1. 
 See Page 374 in S. Rabe-Hesketh and A Skrondal: Multilevel and longitudinal modeling using stata.

I think the contradiction between the non significance result in the interaction term and the significance result in the lincom is not necessarily related to gllamm. 

BW,

Abdelouahid

> Date: Sat, 19 May 2012 06:35:45 -0700
> Subject: Re: st: RE: GLLAMM: logitic regression interaction non signficant but lincom gives signficant result
> From: joerg.luedicke@gmail.com
> To: statalist@hsphsun2.harvard.edu
> 
> In your model, you are testing whether the two slopes are sign.
> different from each other. With the -lincom- test you are testing
> whether the second slope is sign. different from zero. Those are obv.
> different tests. Besides, make sure you got the denominator right. I
> am not sure how -gllamm- handles it but I know of other software that
> want _total minus success_ (i.e. failure) as the denominator, _not_
> total.
> 
> J.
> 
> On Sat, May 19, 2012 at 5:51 AM, Brendan Halpin <brendan.halpin@ul.ie> wrote:
> > On Sat, May 19 2012, Abdelouahid Tajar wrote:
> >
> >> But my model
> >> shows that the interaction is non signficant the slpoe of time for the
> >> reference (group 0) is non significant but the time slope for group 1 is
> >> significant hence the confusion.
> >
> > Google "the difference between significant and not significant is not
> > significant" for an interesting discussion on this topic.
> >
> > Brendan
> > --
> > Brendan Halpin,   Department of Sociology,   University of Limerick,   Ireland
> > Tel: w +353-61-213147  f +353-61-202569  h +353-61-338562;  Room F1-009 x 3147
> > mailto:brendan.halpin@ul.ie    ULSociology on Facebook: http://on.fb.me/fjIK9t
> > http://teaching.sociology.ul.ie/bhalpin/wordpress         twitter:@ULSociology
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