On Nov 28, 2008, at 5:14 AM, Victor M. Enciso M. wrote:
I'm doing a negative binomial regression using Proc Genmod on SAS
where this is part of the output. I'm trying to reproduce this
analysis in Stata but I don't know how to get the Type 1 and Type 3
Statistics. Anybody knows how to do this?
Type 1 Tests depend on the order of variables in the SAS Model
statement. In your example the order was PAIR TREATMENT.
Type 1: Significance of
PAIR unadjusted
TREAT adjusted for PAIR
Type 3: Significance of
PAIR adjusted for TREAT
TREAT adjusted for PAIR
In Stata you can mimic the Type 1 Test for PAIR by fitting the Stata
model with PAIR as the only predictor.. The Type 1 and Type 3 Test for
TREAT is found by doing the Likelihood Ratio Test for the model with
PAIR vs the model with PAIR and TREAT. See the -help- for -lrtest- ,
also for -nbreg postestimation-. Likewise, the Type 3 test for PAIR is
the LRT test for the model with PAIR and TREAT vs the model with TREAT
only.
Another question is why are the p-values of the contrast of tratment 1
wrt to treatment 2 (0.0296) and the one given for TRT (0.0336)
different?
The 0.0296 is the p-value of the Wald Chi Square Test (Est/SE)^2. The
0.036 is the p-value for the Likelihood Ratio Chi Square Test.
-Steve
On Nov 28, 2008, at 5:14 AM, Victor M. Enciso M. wrote:
I'm doing a negative binomial regression using Proc Genmod on SAS
where this is part of the output
Parameter DF Estimate Error Limits Square
Pr > ChiSq
TRT 1 1 -0.2397 0.1102 -0.4557 -0.0237 4.73
0.0296
TRT 2 0 0.0000 0.0000 0.0000 0.0000
Dispersion 1 0.1268 0.0315 0.0651 0.1885
NOTE: The negative binomial dispersion parameter was estimated by
maximum likelihood.
LR Statistics For Type 1 Analysis
2*Log Chi-
Source Likelihood DF Square Pr > ChiS
Intercept 5189.2817
PAIR 5253.0473 34 63.77 0.0015
TRT 5257.5618 1 4.51 0.0336
LR Statistics For Type 3 Analysis
Chi-
Source DF Square Pr > ChiSq
PAIR 34 65.03 0.0011
TRT 1 4.51 0.0336
*
* 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/
