Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Interactions in xreg
From
Morten Hesse <[email protected]>
To
[email protected]
Subject
st: Interactions in xreg
Date
Mon, 23 Aug 2010 10:02:30 +0200
I found something that puzzles me.
I have data, where subjects are tested in 5 blocks. Subjects vary on
variable "ant" (dummy coded). I want to test of there is a curvi-linear
effect of "ant" on outcome igt.
blocksq=block^2 (to test curvi-linearity).
This:
. xtreg igt ant block blocksq ant*blocksq age gender, mle
Gives me as a result an output, where I have parameters for each
variable, including two for asp*blocksq, but only one for asp*block. No
error message.
"block" is a float variable format %9.0g
"blocksq" is a float varible format %9.0g
Any ideas why I get two coefficients for one interaction, but only one
for the other?
Would it be wrong of me to estimate the interactions simply as variables
that I calculate "by hand", i.e. newvariable=ant*block,
newvariable=ant*block^2, and enter those in stead of the interactions as
determined by Stata.
Any help is appreciated.
Den 20-08-2010 17:05, Steve Samuels skrev:
I don't really understand what you did, so I can't say much about it.
You say that Stata is taking much time---to do what? How do you know
it's your data set up and not something else? The list FAQ request
that you show _exactly_ what you typed and what Stata produced.
Don't do a "duration" analysis. I don't what "SILC" is (and you have
not given references, as the FAQ request), but I assume that people
could be in the initial state (poverty or not) for some time prior to
the first wave. If so, the first wave is probably not a natural
origin. If you don't have dates of transitions, you have grouped data;
if you have losses to follow-up between interviews, you have interval
censoring. You do not have enough time points (only two intervals) or
information to meet the assumptions of a grouped data ("discrete")
duration analysis
Instead, I suggest that you model changes in status between waves. You
will need at most two-lines of data for every person, one for each of
the two intervals. You can have one model for transition to poverty
and a second for transition out of poverty. Use -logistic- or
-cloglog- for each model and cluster on person ID to correct standard
errors.
If you have trouble with this analysis, come back to the list. With a
potential data set-up problem, show: lines of actual data ( include
IDs but exclude most covariates, please); the Stata statements you
used to transform the data; and a listing of the final analysis data
set corresponding to the same data lines you originally showed. Keep
the dots for missing values.
Steve.
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax: 206-202-4783
On Tue, Aug 17, 2010 at 10:57 AM, Sabrina Carrossa<[email protected]> wrote:
Hi all,
I am trying to execute a multilevel duration model.
Since Stata is taking a lot of time to give me an output, I think that
I probably did some mistakes.
I would be most grateful if you can help me.
First of all, my aim is to analyse the entering in (and then exiting
from) poverty. I used a multidimensional definition of poverty that
combine both the monetary poverty and the material deprivation in one
dummy index of "consistent poverty" (1: if poor and deprived; 0:
otherwise).
Since I am analysing the first three waves of SILC data, I can't study
the re-entering/re-exeting from poverty, but I am focusing on a single
event.
I have a doubt about the input data. In order to analyse the entering
in poverty, I created the person-year Db expanding each case D-times,
using the following algorithm:
where:
- T1, T2, T3: three waves; Values: 1 (poor) 0 (not poor) and 2
(missing, but in my Db it is ".");
- Y, Values 1 (entering in poverty) 0 (never been poor)
- D: duration
T1 T2 T3 Y D
0 0 0 0 3
0 0 1 1 3
0 0 2 0 2
0 1 0 1 2
0 1 1 1 2
0 1 2 1 2
0 2 0 0 1
0 2 1 dropped dropped
0 2 2 0 1
1 0 0 dropped dropped
1 0 1 dropped dropped
1 0 2 dropped dropped
1 1 0 dropped dropped
1 1 1 dropped dropped
1 1 2 dropped dropped
1 2 0 dropped dropped
1 2 1 dropped dropped
1 2 2 dropped dropped
2 0 0 0 2
2 0 1 1 2
2 0 2 0 1
2 1 0 dropped dropped
2 1 1 dropped dropped
2 1 2 dropped dropped
2 2 0 0 1
2 2 1 dropped dropped
2 2 2 dropped dropped
Did I keep/drop my cases in the right way?
Thanks a lot and sorry for this very long-mail.
--
sabrina
*
* 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/
*
* 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/