When I am using ml with a multiple equation model, for instance <zinb>,
the Wald chi-square seems only to reflect the first equation. Is this
correct? Is there any way to specify that the Wald chi-square should
refer to equations 1 and 2?
Example, from our smoking data..
. zinb cignums drug sex wk_*, inflate(drug sex wk_*) vce(cluster subject)
Zero-inflated negative binomial regression Number of obs =
61187
Nonzero obs =
25293
Zero obs =
35894
Inflation model = logit Wald chi2(9) =
14.20
Log pseudolikelihood = -140745.3 Prob > chi2 =
0.1152
(Std. Err. adjusted for 1108 clusters in
subject)
------------------------------------------------------------------------------
| Robust
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
cignums |
drug | -.0456683 .3742062 -0.12 0.903 -.7790989
.6877623
sex | -.6529265 .3798595 -1.72 0.086 -1.397437
.0915844
wk_1 | .3787082 .2037435 1.86 0.063 -.0206218
.7780381
wk_2 | .1070914 .2334659 0.46 0.646 -.3504934
.5646762
wk_3 | .0697002 .194177 0.36 0.720 -.3108797
.4502802
wk_4 | .0677434 .1862907 0.36 0.716 -.2973796
.4328664
wk_5 | .0437185 .0350697 1.25 0.213 -.0250169
.1124539
wk_6 | .00758 .0215772 0.35 0.725 -.0347106
.0498706
wk_7 | .0017718 .0107169 0.17 0.869 -.019233
.0227766
_cons | 3.153936 .3848694 8.19 0.000 2.399606
3.908266
-------------+----------------------------------------------------------------
inflate |
drug | 1.237415 .2633714 4.70 0.000 .7212164
1.753613
sex | -.645983 .2127249 -3.04 0.002 -1.062916
-.2290497
wk_1 | 1.210853 .2290275 5.29 0.000 .7619678
1.659739
wk_2 | 1.012303 .190464 5.31 0.000 .639
1.385605
wk_3 | .839768 .1582912 5.31 0.000 .5295229
1.150013
wk_4 | .6872417 .1480842 4.64 0.000 .3970019
.9774815
wk_5 | .4740839 .1026852 4.62 0.000 .2728246
.6753432
wk_6 | .2748173 .0671609 4.09 0.000 .1431844
.4064501
wk_7 | .1148675 .0404778 2.84 0.005 .0355325
.1942025
_cons | -1.463269 .5311934 -2.75 0.006 -2.504389
-.4221496
-------------+----------------------------------------------------------------
/lnalpha | 1.38432 .1631759 8.48 0.000 1.064501
1.704139
-------------+----------------------------------------------------------------
alpha | 3.992112 .6514166 2.899393
5.496653
------------------------------------------------------------------------------
Thanks
Paul
--
E. Paul Wileyto, Ph.D.
Assistant Professor of Biostatistics
Tobacco Use Research Center
School of Medicine, U. of Pennsylvania
3535 Market Street, Suite 4100
Philadelphia, PA 19104-3309
215-746-7147
Fax: 215-746-7140
[email protected]
*
* 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/
