Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Error when testing for interactions and using the trtest command
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: Error when testing for interactions and using the trtest command
Date
Wed, 11 Sep 2013 16:16:23 +0200
The problem is that you cannot use likelihood ratio tests in
combination with (cluster) robust standard error estimates:
http://www.stata.com/support/faqs/statistics/likelihood-ratio-test/
Why are you using -xi- in combination with -regress-? I suggest you
use the new factor variable notation (see: -help fvvarlist-).
-- Maarten
On Wed, Sep 11, 2013 at 3:46 PM, Amal Khanolkar <[email protected]> wrote:
> 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
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
--
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/