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st: Interpreting coefficients for a gamma regression with log link (Stata 11)
From
Hitesh Chandwani <[email protected]>
To
[email protected]
Subject
st: Interpreting coefficients for a gamma regression with log link (Stata 11)
Date
Sat, 17 Sep 2011 22:11:23 -0500
Dear Statalisters,
I would really appreciate it if someone could help me with
interpreting the coefficients of a gamma regression with log link. I
am pasting my code as well as a part of the output. I am wondering if
using the exponentiated coefficients would be a better idea than using
the unexponentiated coefficients.
I have gone through threads from previous years and have some clue
about how to do this but the questions I have posted after the output
are very specific and will make things very clear for me.
char insurance[omit]3
char disp_ed_recode[omit]1
char zipinc_qrtl_num[omit]1
char pl_nchs2006[omit]1
char hosp_region[omit]1
xi: svy: glm totchg_num_2010 age_num female_num ndx i.pl_nchs2006
i.zipinc_qrtl_num i.insurance hiv, f(gamma) link(log) eform
Output (partial):
i.pl_nchs2006 _Ipl_nchs20_0-6 (naturally coded; _Ipl_nchs20_1 omitted)
i.zipinc_qrtl~m _Izipinc_qr_0-4 (naturally coded; _Izipinc_qr_1 omitted)
i.insurance _Iinsurance_0-6 (naturally coded; _Iinsurance_3 omitted)
| Linearized
totchg_~2010 | exp(b) Std. Err. t P>|t| [95% Conf. Interval]
age_num | 1.003005 .0005908 5.09 0.000 1.001846 1.004165
female_num | 1.015221 .0112376 1.36 0.173 .9934037 1.037518
ndx | 1.108942 .007053 16.26 0.000
1.095185 1.122871
_Ipl_nchs2~2 | .9884999 .0841089 -0.14 0.892 .8364708 1.168161
_Ipl_nchs2~3 | .9094983 .0829922 -1.04 0.299 .7603662 1.08788
_Ipl_nchs2~4 | .8639566 .0761008 -1.66 0.097 .7267948 1.027004
_Ipl_nchs2~5 | .7141041 .0553283 -4.35 0.000 .6133672 .8313855
_Ipl_nchs2~6 | .7161963 .0547321 -4.37 0.000 .616444 .8320904
_Izipinc_q~2 | .998728 .0403789 -0.03 0.975 .9225409 1.081207
_Izipinc_q~3 | .9324153 .0398631 -1.64 0.102 .8573704 1.014029
_Izipinc_q~4 | .9120168 .0431549 -1.95 0.052 .8311327 1.000772
_Iinsuranc~1 | .8908986 .0189602 -5.43 0.000 .8544528 .9288989
_Iinsuranc~2 | .8794975 .0242007 -4.67 0.000 .8332598 .928301
_Iinsuranc~4 | 1.041744 .0265659 1.60 0.109 .9908879 1.095211
_Iinsuranc~5 | .7917427 .066762 -2.77 0.006 .6709806 .9342394
_Iinsuranc~6 | 1.147096 .0572715 2.75 0.006 1.040023 1.265191
_Idisp_ed_~2 | 1.854369 .0970536 11.80 0.000 1.673343 2.054978
_Idisp_ed_~3 | 1.48299 .0618375 9.45 0.000 1.366458 1.609459
_Idisp_ed_~4 | 2.268237 .3205057 5.80 0.000 1.718887 2.993157
_Idisp_ed_~5 | 1.113794 .0440962 2.72 0.007 1.030526 1.203791
_Idisp_ed_~6 | 6.78983 .2933466 44.33 0.000 6.237827 7.390682
_Idisp_ed_~7 | 1.829764 .207162 5.34 0.000 1.465182 2.285064
_Idisp_ed_~8 | .5357227 .0705522 -4.74 0.000 .4137015 .693734
_Ihosp_reg~2 | .7159705 .0484584 -4.94 0.000 .6269098 .8176835
_Ihosp_reg~3 | .7451451 .0718139 -3.05 0.002 .6167274 .9003025
_Ihosp_reg~4 | 1.22051 .1325471 1.83 0.067 .9862215 1.510457
hiv | 1.031383 .0569271 0.56 0.576
.9254943 1.149388
Since these are exponentiated coefficients, my specific questions are these:
1) For dummy coded variables like 'hiv' where 1=pt. is HIV+ and 0=pt.
is HIV-, how would a coefficient of 1.031383 be interpreted? Would it
be the arithmetic mean ratio in the dependent var between HIV+ and
HIV- patients [specifically mean(hiv=1)/mean(hiv=0)]?
2) For dummy coded vars (e.g. insurance) created by the -xi- command,
would the coefficient be interpreted as [mean(var)/mean(reference
category of var)]? For e.g., in the case of insurance, 'insurance_3'
is the reference category, so would the coeff for 'insurance_1' be
interpreted as [mean(insurance_1)/mean(insurance_3)] or would it be
interpreted as [mean(insurance_3)/mean(insurance_1)]?
Any help would be greatly appreciated. I have no experience with gamma
distributions hence am finding it hard to interpret this output.
Thanks,
--
Hitesh S. Chandwani
University of Texas at Austin
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