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st: margins and xtmixed
From
Ricardo Ovaldia <[email protected]>
To
Statalist <[email protected]>
Subject
st: margins and xtmixed
Date
Wed, 14 Mar 2012 06:24:14 -0700 (PDT)
I am using –margins- and –test- after –xtmixed- to test if “groups” differ at specific times. Time is discrete in this study.
I am concerned with the small SE that margin reports (delta-method adjusted). Small differences are found significant.Any help would be appreciated
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 - 2.group#3bn.month = 0
( 2) 1bn.group#3bn.month - 3.group#3bn.month = 0
chi2( 2) = 12.22
Prob > chi2 = 0.0022
Is this correct?
Thank you,
Ricardo
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
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