Re: st: RE: nbreg proc genmod equivalency

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Re: st: RE: nbreg proc genmod equivalency

Victor M. Enciso M.
Thank you Steve, much appreciated

Quoting "Steven Samuels" <[hidden email]>:

>>
>> On Nov 28, 2008, at 5:14 AM, Victor M. Enciso M. wrote:
>>>
>>
>>
>
>> I'm doing a negative binomial regression using Proc Genmod on SAS
>> where this is part of the output. I'm trying to reproduce this  
>> analysis in Stata but I don't know how to get the Type 1 and Type 3  
>>  Statistics. Anybody knows how to do this?
>
>
> Type 1 Tests depend on the order of variables in the SAS Model
> statement. In your example the order was PAIR TREATMENT.
>
> Type 1: Significance of
> PAIR unadjusted
> TREAT adjusted for PAIR
>
> Type 3: Significance of
> PAIR adjusted for TREAT
> TREAT adjusted for PAIR
>
> In Stata you can mimic the Type 1 Test for PAIR by fitting the Stata
> model with PAIR as the only predictor..  The Type 1 and Type 3 Test for
> TREAT is found by doing the Likelihood Ratio Test for the model with
> PAIR vs the model with PAIR and TREAT. See the -help- for -lrtest- ,
> also for -nbreg postestimation-.  Likewise, the Type 3 test for PAIR is
> the LRT test for the model with PAIR and TREAT vs the model with TREAT
> only.
>
>
>> Another question is why are the p-values of the contrast of tratment 1
>> wrt to treatment 2 (0.0296) and the one given for TRT (0.0336)
>> different?
>
> The 0.0296 is the p-value of the Wald Chi Square Test (Est/SE)^2.  The
> 0.036 is the p-value for the Likelihood Ratio Chi Square Test.
>
>
> -Steve
>
> On Nov 28, 2008, at 5:14 AM, Victor M. Enciso M. wrote:
>
>> I'm doing a negative binomial regression using Proc Genmod on SAS
>> where this is part of the output
>>
>>
>> Parameter   DF    Estimate       Error           Limits       Square
>> Pr > ChiSq
>>
>> TRT   1      1     -0.2397      0.1102     -0.4557   -0.0237   4.73
>> 0.0296
>> TRT   2      0      0.0000      0.0000      0.0000    0.0000
>> Dispersion   1      0.1268      0.0315      0.0651    0.1885
>>
>> NOTE: The negative binomial dispersion parameter was estimated by
>> maximum likelihood.
>>
>>
>>                     LR Statistics For Type 1 Analysis
>>                          2*Log                 Chi-
>>          Source       Likelihood        DF     Square    Pr > ChiS
>>
>>          Intercept     5189.2817
>>          PAIR          5253.0473        34      63.77        0.0015
>>          TRT           5257.5618         1       4.51        0.0336
>>
>>
>>                      LR Statistics For Type 3 Analysis
>>
>>                                   Chi-
>>          Source           DF     Square    Pr > ChiSq
>>
>>           PAIR             34      65.03        0.0011
>>           TRT               1       4.51        0.0336
>>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



--
VĂ­ctor M. Enciso M.
School of Mathematics
The University of Manchester
C24 Ferranti Building
PO BOX 88
M60 1QD
Manchester, UK
Ext: 55820


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/