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st: Understanding how lincom gets results after margins
From
"Ariel Linden, DrPH" <[email protected]>
To
<[email protected]>
Subject
st: Understanding how lincom gets results after margins
Date
Thu, 31 Oct 2013 15:52:22 -0400
Hi All,
After running a poisson regression, I ran -margins- to get individual pre
and post values for a treatment and control group. Next, I ran -lincom- in
order to estimate the difference in differences, ie,. (treatment_post -
treatment_pre) - (control_post - control_pre).
The results from -lincom- do not produce the same values as when calculating
them manually from the table produced by -margins-. Interestingly enough,
the results from -lincom- are exactly as those produced in the poisson
regression table for the interaction treatment#period. Can someone explain
this discrepancy, and explain how lincom got these results?
Thanks!
Ariel
**** start code****
. margins postperiod , over(pilot ) coefleg
Predictive margins Number of obs =
54794
Model VCE : Robust
Expression : Predicted number of events, predict()
over : pilot
----------------------------------------------------------------------------
------
| Margin Legend
-----------------+----------------------------------------------------------
------
pilot#postperiod |
control#pre | .0604865 _b[0bn.pilot#0bn.postperiod]
control#post | .0576589 _b[0bn.pilot#1.postperiod]
treated#pre | .0629165 _b[1.pilot#0bn.postperiod]
treated#post | .0602585 _b[1.pilot#1.postperiod]
----------------------------------------------------------------------------
------
lincom (_b[1.pilot#1.postperiod] - _b[1.pilot#0bn.postperiod]) -
(_b[0bn.pilot#1.postperiod] - _b[0bn.pilot#0bn.postperiod])
( 1) [imaging_post_index_tot]0b.pilot#0b.postperiod -
[imaging_post_index_tot]0b.pilot#1o.postperiod -
[imaging_post_index_tot]1o.pilot#0b.postperiod +
[imaging_post_index_tot]1.pilot#1.postperiod = 0
----------------------------------------------------------------------------
--
imaging_po~t | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
(1) | .0047102 .0810194 0.06 0.954 -.1540849
.1635053
----------------------------------------------------------------------------
--
* calculating differences in differences manually from -margins- table:
. di (.0602585 - .0629165) - (.0576589 - .0604865)
.0001696
**** end code***
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