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From | "Bontempo, Daniel E" <deb193@ku.edu> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: ST: postestimation test |
Date | Fri, 6 Aug 2010 16:55:04 -0500 |
Thanks Maarten this reply was helpful. I am now acquainted with "margins, post" and the subsequent use of test, as well as example #10, testing Margins, in the user guide entry for margins. I have two followup questions. First, if I understand the point about "test" only being available for model coefficients (or combinations), I am unsure what it was doing when I specified some combinations that were not estimated coefficients. For example: . test 0.condition#0.ageGrp = 1.condition#1.ageGrp ( 1) [condCorr_pct]0b.condition#0b.ageGrp - [condCorr_pct]1.condition#1.ageGrp = 0 chi2( 1) = 1.38 Prob > chi2 = 0.2402 . test 0.condition#1.ageGrp = 1.condition#1.ageGrp ( 1) [condCorr_pct]0b.condition#1o.ageGrp - [condCorr_pct]1.condition#1.ageGrp = 0 chi2( 1) = 1.38 Prob > chi2 = 0.2402 In the 1st test, I compare the 11 interaction (which was a coefficient) to the 00 reference condition. Butin the 2nd test I tried to specify the 10 group to the 00 reference, and this was not a coefficient - yet it appeared to do something. Further what it did is identical to the result of the 1st test. What was Stata doing here? Second, I am doing analyses for a colleague who writes for a literature where reporting mean differences, SDs, t/F stats, and p-values is the accepted practice. Is there some way to translate into t or F metric the chisq from the Wald test performed by the test command after I post the margins? Also, can SE be sample size adjusted to yield SD with multilevel models? Would the number of level-2 groups be used as the sample size? I know this is getting complex, but any further discussion or reference would be appreciated. Thanks -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis Sent: Friday, August 06, 2010 10:17 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: ST: postestimation test --- On Fri, 6/8/10, Bontempo, Daniel E wrote: > The model showed the interaction of two factors was > significant, and I thought I could use "test" to probe > which pairs of means were actually different. But some > comparisons involving the reference condition do not > work, and I am not sure why the test is giving chisq. > ----- > > . margins condition#ageGrp <snip> > . test 0.condition#1.ageGrp=1.condition#1.ageGrp this test refers to the parameters in your model, not to the table you get from margins. To test the differences in predicted outcomes, you must first specify the -post- option in -margins-. -test- gives you a Chi square statistic because it produces a Wald test of possibly multiple constraints, in which case it cannot use the normal distribution as the sampling distribution of the test statistic. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/