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  • Contrast command and interactions

    Dear Statalisters,

    I have conducted a full-interaction model where all the variables are interacted by the year dummy.
    Afterward, I am estimating the predictions of my dependent variable at years 2006 and 2012. I applied the contrast command. However, I need to get the f-test for the differences over the years to understand if the change of the predictions over time are significant or not.

    Code:
    global indepinter4 "(i.agegrp5 i.educ4 i.marital3 i.urban  i.public c.hhsize i.qwealth)##(year2012)"
    xttobit $dep $indepinter4 if female==1 [iw=panel_wt_06_12], ll(0) 
    margins i.agegrp5 i.educ4  i.urban  i.public i.marital3 i.qwealth, over(year2012) post
    contrast (r.agegrp5 r.educ4  r.urban  r.public r.marital3 r.qwealth)@year2012, nowald effects
    Kindly advise me.

    Many thanks,
    Maye

  • #2
    Do you mean using the "overall" option to get a joint test?

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    • #3
      Yup, I mean the overall option for a joint test. however, it is yielding a chi-square and not an F-test.
      Do you know how to change that?

      Thank you.
      Maye

      Comment


      • #4
        http://www.stata.com/support/faqs/st...distributions/

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