st: Error when testing for interactions and using the trtest command

[Amal Khanolkar <Amal.Khanolkar@ki.se>]

Hi all,

I'm trying to test for interaction as follows (my idea is that the association between the outcome variable - syst - and bwtgestage_sd varies between the different categories of  ethnicity_bi2x):


xi: regress syst i.ethnicity_bi2x*bwtgestage_sd age byear i.conscript_office bmi height_cons i.education if multibirth==1, cluster (mor_lopnr)
estimates store A
xi: regress syst i.ethnicity_bi2x bwtgestage_sd age byear i.conscript_office bmi height_cons i.education if multibirth==1, cluster (mor_lopnr)
lrtest A

The above runs normally but however I get a msg that the suffix cluster as specified does not work with lrt. Is there any other way to test this?

. xi: regress syst i.ethnicity_bi2x*bwtgestage_sd age byear i.conscript_office bmi height_cons i.education if multibirth==1, cluster (mor_lopnr)
i.ethnicity_~2x   _Iethnicity_1-3     (naturally coded; _Iethnicity_1 omitted)
i.eth~2x*bwtg~d   _IethXbwtge_#       (coded as above)
i.conscript_o~e   _Iconscript_1-5     (naturally coded; _Iconscript_1 omitted)
i.education       _Ieducation_1-4     (naturally coded; _Ieducation_1 omitted)

Linear regression                                      Number of obs =  407329
                                                       F( 15,341887) = 1945.87
                                                       Prob > F      =  0.0000
                                                       R-squared     =  0.0678
                                                       Root MSE      =  10.684

                          (Std. Err. adjusted for 341888 clusters in mor_lopnr)
-------------------------------------------------------------------------------
              |               Robust
         syst |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
--------------+----------------------------------------------------------------
_Iethnicity_2 |  -.2617723   .1109874    -2.36   0.018    -.4793044   -.0442402
_Iethnicity_3 |  -3.656168   .2233399   -16.37   0.000    -4.093908   -3.218429
bwtgestage_sd |  -.6332801   .0183192   -34.57   0.000    -.6691852   -.5973751
_IethXbwtge_2 |   .2514268   .1124746     2.24   0.025     .0309798    .4718738
_IethXbwtge_3 |    .418909   .2255315     1.86   0.063    -.0231262    .8609442
          age |   .2786778   .0376159     7.41   0.000     .2049517    .3524039
        byear |   .1489301   .0040085    37.15   0.000     .1410736    .1567866
_Iconscript_2 |  -3.088915   .0486329   -63.51   0.000    -3.184234   -2.993596
_Iconscript_3 |   2.077029   .0529613    39.22   0.000     1.973226    2.180831
_Iconscript_5 |  -2.657567   .0466754   -56.94   0.000    -2.749049   -2.566084
          bmi |   .5763755   .0056062   102.81   0.000     .5653875    .5873636
  height_cons |   .1653572   .0027697    59.70   0.000     .1599287    .1707858
_Ieducation_2 |   .0167756   .0475646     0.35   0.724    -.0764496    .1100009
_Ieducation_3 |   .1032984    .060617     1.70   0.088    -.0155092    .2221059
_Ieducation_4 |    .100287   .0585597     1.71   0.087    -.0144883    .2150623
        _cons |   -212.092   7.963648   -26.63   0.000    -227.7005   -196.4835
-------------------------------------------------------------------------------

. estimates store A

. xi: regress syst i.ethnicity_bi2x bwtgestage_sd age byear i.conscript_office bmi height_cons i.education if multibirth==1, cluster (mor_lopnr)
i.ethnicity_~2x   _Iethnicity_1-3     (naturally coded; _Iethnicity_1 omitted)
i.conscript_o~e   _Iconscript_1-5     (naturally coded; _Iconscript_1 omitted)
i.education       _Ieducation_1-4     (naturally coded; _Ieducation_1 omitted)

Linear regression                                      Number of obs =  407329
                                                       F( 13,341887) = 2244.33
                                                       Prob > F      =  0.0000
                                                       R-squared     =  0.0678
                                                       Root MSE      =  10.684

                          (Std. Err. adjusted for 341888 clusters in mor_lopnr)
-------------------------------------------------------------------------------
              |               Robust
         syst |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
--------------+----------------------------------------------------------------
_Iethnicity_2 |  -.2716162   .1110017    -2.45   0.014    -.4891763   -.0540561
_Iethnicity_3 |  -3.751556    .219569   -17.09   0.000    -4.181904   -3.321207
bwtgestage_sd |  -.6244569   .0180776   -34.54   0.000    -.6598885   -.5890254
          age |   .2784561   .0376153     7.40   0.000     .2047313    .3521809
        byear |   .1488845   .0040085    37.14   0.000     .1410279    .1567411
_Iconscript_2 |  -3.089462   .0486321   -63.53   0.000     -3.18478   -2.994145
_Iconscript_3 |   2.077151   .0529625    39.22   0.000     1.973346    2.180956
_Iconscript_5 |  -2.657743   .0466759   -56.94   0.000    -2.749227    -2.56626
          bmi |   .5764512   .0056062   102.82   0.000     .5654632    .5874391
  height_cons |   .1653702   .0027698    59.70   0.000     .1599414    .1707989
_Ieducation_2 |   .0158461   .0475638     0.33   0.739    -.0773775    .1090697
_Ieducation_3 |   .1018676   .0606147     1.68   0.093    -.0169354    .2206706
_Ieducation_4 |   .0984518   .0585575     1.68   0.093    -.0163192    .2132227
        _cons |  -212.0003   7.963748   -26.62   0.000     -227.609   -196.3916
-------------------------------------------------------------------------------

. lrtest A
LR test likely invalid for models with robust vce
r(498);



Thanks,
Amal 

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