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Re: st: Fwd: help with xtmixed and margins
From
James prince <[email protected]>
To
[email protected]
Subject
Re: st: Fwd: help with xtmixed and margins
Date
Tue, 25 Sep 2012 05:36:47 -0500
Paul,thank you for your suggestions. Regarding the t-test, I did
notice that MARGNS outputs SE. I converted them to SD (i.e.
sqrt(N)*se) and use the output in TTESTI. Notice in the output from
the t-test that the SE are the same as those reported by MARGIN,
however the p-values are very different from that reported by the TEST
command after MARGINS, POST. What am I missing?
Thank you again,
Jim
On Mon, Sep 24, 2012 at 1:44 PM, Visintainer, Paul
<[email protected]> wrote:
> Jim,
>
> The first thing to note is that, in your t-test command, you are using standard errors rather than standard deviations. Because the -margins- command is based on the prior estimation command, it outputs standard errors.
>
> Secondly, -margins- is a powerful, but complex command. I strongly recommend spending a lot time with the help file and its examples. (My printed copy is well-worn.) Also, -margins- has options to run the types of tests you want to do -- either with options or with related commands: e.g., -contrast- and -pwcompare-.
>
> I would also recommend getting some of the books on Stata programming (e.g., Sophie Rabe-Hesketh series on multilevel models and Michael Mitchell's book on visualizing regression models are very helpful. There are several other great texts at the Stata bookstore). These have a multitude of useful examples and commands.
>
> Paul
>
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of James prince
> Sent: Monday, September 24, 2012 1:10 PM
> To: [email protected]
> Subject: Re: st: Fwd: help with xtmixed and margins
>
> I did not get a reply on my post from last week. So let me ask a
> simpler question.
>
> After a simple XTMIXED (intercept model and no interaction terms),
> what is the difference between:
>
> margins overweight, over( month)
>
> and
>
> margins, over( month overweight)
>
> They yield different results.
>
> Thank you,
>
> Jim
>
> On Fri, Sep 21, 2012 at 8:32 AM, James prince <[email protected]> wrote:
>> Hi,
>>
>> I am new to Stata XTMIXED command and having some trouble. I hope
>> someone could help.
>> I am using the command MARGINS to predict the fitted means for what I
>> thought was a simple mixed model (random intercept only).
>> I have longitudinal data on children collected a 3, 6, 9, 12 and 24 months.
>> I'm interested in the relationship between a physical activity score
>> (score) and weight (dichotomized as overweight, yes, no).
>> I'm treating "month" as discrete, and will like to test if the mean
>> fitted score differs between by overweight status within month.
>> Here is what I did:
>>
>> . noi xtmixed score i.overweight i.race i.month bwt bln i.nedu
>> i.gender || id:,mle
>>
>> <...>
>>
>> I then use MARGINS with POST:
>> . margins overweight,over( month) post
>>
>> Predictive margins Number of obs = 1748
>>
>> Expression : Linear prediction, fixed portion, predict()
>> over : month
>>
>> ----------------------------------------------------------------------------------
>> | Delta-method
>> | Margin Std. Err. z P>|z| [95%
>> Conf. Interval]
>> -----------------+----------------------------------------------------------------
>> month#overweight |
>> 3 0 | 100.9859 .4955637 203.78 0.000 100.0146
>> 101.9572
>> 3 1 | 99.36709 .6820952 145.68 0.000 98.03021
>> 100.704
>> 6 0 | 103.8597 .5121105 202.81 0.000 102.8559
>> 104.8634
>> 6 1 | 102.2409 .6479719 157.79 0.000 100.9709
>> 103.5109
>> 9 0 | 97.75468 .5267714 185.57 0.000 96.72223
>> 98.78714
>> 9 1 | 96.13588 .636223 151.10 0.000 94.88891
>> 97.38285
>> 12 0 | 102.2707 .5738975 178.20 0.000 101.1458
>> 103.3955
>> 12 1 | 100.6519 .6700738 150.21 0.000 99.33853
>> 101.9652
>> ----------------------------------------------------------------------------------
>>
>> And then TEST to test difference at each month. For example at 3 months:
>> . test 3.month#0.overweight= 3.month#1.overweight
>>
>> ( 1) 3bn.month#0bn.overweight - 3bn.month#1.overweight = 0
>>
>> chi2( 1) = 7.05
>> Prob > chi2 = 0.0079
>>
>> However, when I do a t-test using the values form margin, a very
>> different answer is observed:
>>
>> . ttesti 373 100.9859 9.5709248 96 99.36709 6.6831408
>>
>> Two-sample t test with equal variances
>> ------------------------------------------------------------------------------
>> | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
>> ---------+--------------------------------------------------------------------
>> x | 373 100.9859 .4955637 9.570925 100.0114 101.9604
>> y | 96 99.36709 .6820952 6.683141 98.01296 100.7212
>> ---------+--------------------------------------------------------------------
>> combined | 469 100.6545 .4189191 9.072283 99.83135 101.4777
>> ---------+--------------------------------------------------------------------
>> diff | 1.61881 1.036685 -.418334 3.655954
>> ------------------------------------------------------------------------------
>> diff = mean(x) - mean(y) t = 1.5615
>> Ho: diff = 0 degrees of freedom = 467
>>
>> Ha: diff < 0 Ha: diff != 0 Ha: diff > 0
>> Pr(T < t) = 0.9405 Pr(|T| > |t|) = 0.1191 Pr(T > t) = 0.0595
>>
>>
>> So, I have two questions:
>> 1. How can I compare the adjusted scores by overweight status for each month?
>> 2. What is the difference between these two MARGIN commands? They
>> yield different results:
>>
>> . margins overweight, over( month)
>> and
>> . margins, over( month overweight)
>>
>> Thank you,
>> James.
>>
>> *
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>> * http://www.ats.ucla.edu/stat/stata/
>
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