Re: st: Omnibus effects following xtmelogit with margins

["Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>]

Dear Rob

  I wonder if you really want to specify the -xtmelogit- command as you have. I am 
wondering if you really wanted to do what you showed (repeated below)...

. xtmelogit y i.time##i.group cov1 cov2 >0 ||subj: ||time:, nolog

  or whether you want to do this...

. xtmelogit y i.time##i.group cov1 cov2 >0 ||subj: time, nolog

  I am thinking you might have intended the latter because that specifies a random 
intercept, as well as a random coefficient for the effect of time (at the subject level). 
The question that remains for me is whether you need to do something special because 
-time- is a factor variable, perhaps it is -||subj: R.time-, but I am not sure since I 
have never done this and see very little documentation on this.

  If this is the way you want to specify your model, then I think it might solve your 
-margins- problem.

I hope this helps,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-09-24 8.26 AM, Ploutz-Snyder, Robert (JSC-SK)[USRA] wrote:
> Happy Friday Statalisters.
>
> I'm hoping someone can verify that -testparm- works appropriately to test the highest-order ominibus interaction effects following -xtmelogit- (as it works with xtmixed, for example). I also ran into a snag using -margins- as I usually do after an -xtmixed- model to obtain omnibus main effects for an ordinal factor variable.
>
>   My model includes an indicator for time (three times) and an indicator for group (two groups) plus two continuous covariates.
>
> xtmelogit y i.time##i.group cov1 cov2>0 ||subj: ||time:, nolog
>
> ...output omitted...
>
>
> My test of the omnibus interaction effect  (as I would run following xtmixed) revealed:
>
> . testparm time#group2
>
>   ( 1)  [eq1]2.time#10000.group2 = 0
>   ( 2)  [eq1]3.time#10000.group2 = 0
>
>             chi2(  2) =    6.46
>           Prob>  chi2 =    0.0396
>
> But my use of -margins- to get the omnibus main effect for time (as I would with xtmixed) failed:
>
> . margins time, asbalanced atmeans
> default prediction is a function of possibly stochastic quantities other than e(b)
> r(498);
>
>
> Any assistance on this error?  Rob
>
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