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  • chow test for mixed models

    Hi,

    I have a question about the chow test for comparing coefficients in mixed models.

    On this Stata FAQ pages, it talks about the chow test:

    "You can include the dummy variables in a regression of the full model and then use the test command on those dummies. You could also run each of the models and then write down the appropriate numbers and calculate the statistic by hand—you also have access to functions to get appropriate p-values."

    I am running two growth-curve models by males and females separately using stata mixed procedure. I then use chow test to see if the coefficients for the two mixed models are significantly different by males and females. Can I do the following:

    My code: g2 is my gender variable with g2: 1=female; 0=male

    Code:
    mixed cesd3w i.w1noprarg_2c##i.g2 c.ctage1##i.g2 c.ctage1#c.ctage1##i.g2  ///
                           c.ctage1#c.ctage1#c.ctage1##i.g2 ///
                           i.w1noprarg_2c#c.ctage1##i.g2  i.w1noprarg_2c#c.ctage1#c.ctage1##i.g2 ///
                          b1.w1raceth##i.g2 b2.w1predu_4c##i.g2 b1.w1famst_4c##i.g2 b2.w34phyabuse3##i.g2 ///
                          b2.w34sexabuse3##i.g2 i.w1sleeprblm##i.g2 c.w1234si_tt##i.g2 ///
                           if `f'==1 [pweight=w1wt_fmch3] || aid: ctage1, pweight(schwt1)  ///
                           pwscale(size) nolog cov(un) mle variance
    
    contrast g2 w1noprarg_2c#g2 g2#c.ctage1  g2#c.ctage1#c.ctage1 g2#c.ctage1#c.ctage1#c.ctage1 ///
                   w1noprarg_2c#g2#c.ctage1 w1noprarg_2c#g2#c.ctage1#c.ctage1, overall
    Thanks,

    Alice
    Last edited by Alice Nee; 26 Feb 2019, 10:34.

  • #2
    You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex. Also, simplify your model and data to the minimum to understand your problem - having all these interactions just makes it harder for us to understand your problem. Maybe this is necessary in growth curve models, but normally four way interactions are extremely hard to understand.

    When you ask "can you do" - are you asking if this will run or if it will give the right test? You can figure out if it runs by running it.

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