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Re: st: grouping, negative binomial regression, and margins


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: grouping, negative binomial regression, and margins
Date   Sat, 10 Aug 2013 23:54:32 +0100

It is standard that when you run

by <varlist>: <command>

Stata runs through the possibilities but only results for the last
model fitted remain in memory. In your case the results in memory are
for the last region fitted and those are what -margins- uses.
Nick
[email protected]


On 10 August 2013 23:04, Ahmed Al Attar <[email protected]> wrote:
> Hi,
>
> I am working on a project where I have a bivariate model. All of my data are counts and I have verified using countfit that the best model to use is the Negative binomial regression.
>
> My Dependent Variable is called NUMTA (with values one of 0,1,2,3,4,5,6)
> My Independent Variable is called NUMDS (with values either 0, 1 or 2)
> The study takes place over 10 different regions, each with counts of NUMTA and NUMDS which brings us to a total of 870 observations.
>
> The commands that I have entered into stata are:
>
> sort region
>
> by region: nbreg NUMTA i.NUMDS, nolog
>
> The output is a negative binomial regression by region as you can see below. This is for 1 of my 10 regions:
>
> Negative binomial regression                      Number of obs   =         87
>                                                   LR chi2(1)      =       0.50
> Dispersion     = mean                             Prob > chi2     =     0.4810
> Log likelihood = -34.128129                       Pseudo R2       =     0.0072
>
> ------------------------------------------------------------------------------
>        numta |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>      1.numds |  -12.98646   1298.721    -0.01   0.992    -2558.434    2532.461
>        _cons |  -2.044954   .3103769    -6.59   0.000    -2.653282   -1.436627
> -------------+----------------------------------------------------------------
>     /lnalpha |  -.7772627   3.388113                     -7.417842    5.863317
> -------------+----------------------------------------------------------------
>        alpha |   .4596625   1.557389                      .0006004    351.8895
> ------------------------------------------------------------------------------
> Likelihood-ratio test of alpha=0:  chibar2(01) =    0.11 Prob>=chibar2 = 0.367
>
> However, when I follow this up with the command:
>
> margins NUMDS
>
> then I get the following output:
>
> Adjusted predictions                              Number of obs   =         87
> Model VCE    : OIM
>
> Expression   : Predicted number of events, predict()
>
> ------------------------------------------------------------------------------
>              |            Delta-method
>              |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>        numds |
>           0  |   .0657895   .0310757     2.12   0.034     .0048822    .1266967
>           1  |   .1111111   .1214722     0.91   0.360    -.1269701    .3491923
>           2  |   .4999992   .6852692     0.73   0.466    -.8431037    1.843102
> ------------------------------------------------------------------------------
>
> The above output says 87 observations, when I know it should show predictions for 870 observations instead. Which leads me to believe that it has done the margins command for only 1 of my 10 regions.
>
> Is there a way to do the margins command using (by region:) in order to get 10 different margins outputs? When I try to run the command by region: margins NUMDS state says I cannot run it. If not, is there any other course of action you would advise?
>
> Thank you very much for your support,
>
> Ahmed Al-Attar
> RCTC-Organization
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