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st: Understanding interaction tests using testparm
From
Amal Khanolkar <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Understanding interaction tests using testparm
Date
Thu, 17 Oct 2013 14:50:55 +0000
Hi,
I ran the code below to check if ethnic origin modifies the association between foetal growth rate and blood pressure (interaction test). The overall P value is 0.01 suggesting that ethnicity does interact in this particular association.
However, I'd like to know how one could interpret the two lines: ( 1) 2.ethnicity_bi2x#c.bwtgestage_sd = 0 & ( 2) 3.ethnicity_bi2x#c.bwtgestage_sd = 0 following the testparm command? What if these two lines were not equal to zero, then what would it indicate or men?
. regress syst i.ethnicity_bi2x bwtgestage_sd i.ethnicity_bi2x#c.bwtgestage_sd age byear i.conscript_office bmi height_cons i.education if multibirth==1 & sex==1, cluster (
> mor_lopnr)
Linear regression Number of obs = 406833
F( 15,341530) = 1943.04
Prob > F = 0.0000
R-squared = 0.0678
Root MSE = 10.684
(Std. Err. adjusted for 341531 clusters in mor_lopnr)
------------------------------------------------------------------------------------------------
| Robust
syst | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------------------------+----------------------------------------------------------------
ethnicity_bi2x |
2 | -.2589265 .1110183 -2.33 0.020 -.4765191 -.0413339
3 | -3.66467 .2234417 -16.40 0.000 -4.102609 -3.226731
|
bwtgestage_sd | -.6331861 .0183312 -34.54 0.000 -.6691147 -.5972576
|
ethnicity_bi2x#c.bwtgestage_sd |
2 | .2487216 .1125171 2.21 0.027 .0281913 .4692519
3 | .4104538 .2256185 1.82 0.069 -.0317518 .8526595
|
age | .2760919 .037636 7.34 0.000 .2023263 .3498574
byear | .1487112 .0040109 37.08 0.000 .1408499 .1565725
|
conscript_office |
2 | -3.088194 .04866 -63.46 0.000 -3.183566 -2.992822
3 | 2.079715 .052997 39.24 0.000 1.975842 2.183588
5 | -2.656468 .0467039 -56.88 0.000 -2.748006 -2.56493
|
bmi | .5760443 .0056095 102.69 0.000 .5650499 .5870388
height_cons | .1654513 .0027716 59.70 0.000 .1600191 .1708835
|
education |
2 | .0172131 .0475919 0.36 0.718 -.0760656 .1104918
3 | .1056411 .0606545 1.74 0.082 -.01324 .2245223
4 | .0973 .0585897 1.66 0.097 -.0175342 .2121342
|
_cons | -211.6231 7.968493 -26.56 0.000 -227.2411 -196.0051
------------------------------------------------------------------------------------------------
. testparm i.ethnicity_bi2x#c.bwtgestage_sd
( 1) 2.ethnicity_bi2x#c.bwtgestage_sd = 0
( 2) 3.ethnicity_bi2x#c.bwtgestage_sd = 0
F( 2,341530) = 4.05
Prob > F = 0.0174
Thanks!
/Amal
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