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Re: st: test after margins and xtmixed
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: test after margins and xtmixed
Date
Mon, 12 Mar 2012 10:50:54 -0400
Ricardo Ovaldia <[email protected]>:
You are testing whether the sixes are equal to zero, not whether the
sixes are equal to each other.
On Mon, Mar 12, 2012 at 10:46 AM, Ricardo Ovaldia <[email protected]> wrote:
> Dear all,
>
> I have a question about using –margins- and –test- after –xtmixed- to test if “groups” differ at specific times. I am concerned with the small SE that margin reports.
>
> Here is an example:
>
> I fit the following -xtmixed- model:
> . xtmixed ft i.group##month || id: group, cov(unstructured) mle
>
> And I am interested in comparing the group effect at certain time, 3 months for example, I used –margins, post- and then –test-:
>
> . margins, over(group month) post
>
> Predictive margins Number of obs = 344
>
> Expression : Linear prediction, fixed portion, predict()
> over : group month
>
>
> ------------------------------------------------------------------------------
> | Delta-method
> | Margin Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> group#month |
> 1 3 | 6.382194 .0760204 83.95 0.000 6.233196 6.531191
> 1 6 | 7.693377 .0819562 93.87 0.000 7.532746 7.854008
> 1 9 | 8.709543 .1006514 86.53 0.000 8.51227 8.906816
> 1 12 | 9.167792 .1323406 69.27 0.000 8.908409 9.427175
> 2 3 | 6.053284 .0700887 86.37 0.000 5.915913 6.190655
> 2 6 | 7.900573 .0777758 101.58 0.000 7.748135 8.053011
> 2 9 | 9.124052 .1023024 89.19 0.000 8.923543 9.324561
> 2 12 | 10.04959 .1374368 73.12 0.000 9.780223 10.31897
> 3 3 | 6.074073 .0780239 77.85 0.000 5.921149 6.226997
> 3 6 | 7.949809 .0856802 92.78 0.000 7.781879 8.117739
> 3 9 | 9.337498 .1128377 82.75 0.000 9.11634 9.558655
> 3 12 | 10.14703 .1480792 68.52 0.000 9.856798 10.43726
> ------------------------------------------------------------------------------
>
> . test 1.group#3.month 2.group#3.month 3.group#3.month
>
> ( 1) 1bn.group#3bn.month = 0
> ( 2) 2.group#3bn.month = 0
> ( 3) 3.group#3bn.month = 0
>
> chi2( 3) =19762.54
> Prob > chi2 = 0.0000
>
> Is this correct?
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