Re: st: Why does a non-statistically significant covariate in a a regression model become significant in margins?

[Maarten Buis <maartenlbuis@gmail.com>]

On Thu, Dec 13, 2012 at 9:48 PM, Ariel Linden, DrPH wrote:
> I am getting conflicting results from the regression output for a covariate
> and when I subsequently run margins. More specifically, I ran -zinb- with
> the primary covariate of interest being treatment and got a p value of
> 0.152. I then ran margins to see the predicted values for treatment and
> non-treatment, and then ran contrasts. The contrast indicates that the
> difference between treatment and control is statistically significant (p
> value =  0.0048). See below for the output...
>
> Could this be due to the different methods of estimating the p values
> between the original regression and margins? If so, how do I reconcile the
> two? Obviously, the covariate can't be both significant and not-significant
> at the same time.

I would say the difference is that they test different null
hypotheses: the p-values for IRRs are for a test that the ratio of
means is equal to 1 regardless of the value of all other variables in
your model, the p-value for your contrast is that the average
difference in means equals 0. In most cases I would expect that these
different test will lead to fairly similar conclusions, but I can
imagine distributions for the control variables where the two can lead
to different conclusions.

Sometimes these different conclusions are a sign of a problem in the
model or the data and sometimes it is an accurate description of the
state of the world. In order to pin this down I would look at the
distributions of the explanatory variables (I like Nick's -stripplot-
from SSC) in combination with graphs or predicted counts
(-marginsplot-) for treat and nottreated against different control
variables to see where this difference comes from and whether that is
feasible.

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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