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  • Interaction terms in collapsed data.

    Dear All,

    I have individual level data on poisonings in the 50 US states and I want to study the impact of state regulations on drug dispensing on incidence of poisonings. My raw data of individual poisoning incidences includes a dummy for whether the state adopted drug dispensing regulations (treatMA), a dummy for whether the poisoning episode included multiple substances (poly) and an interaction dummy post that takes a value of 1 if the episode occurred in a state that adopted regulation (treatMA=1) and it is the period after the new regulation. My raw data looks as follows:

    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    clear
    input double caseid str3 state float(qtr poly) byte treatMA float post
       53202011 "CT"  1 1 1 .
      123362017 "NY" 25 1 1 1
      573202012 "CT"  5 1 1 .
      803362014 "NY" 13 1 1 1
      893362014 "NY" 13 1 1 1
     1503362017 "NY" 25 1 1 1
     2353362011 "NY"  1 1 1 .
     2433362011 "NY"  1 1 1 .
     3813202012 "CT"  5 1 1 .
     4273202012 "CT"  5 1 1 .
     4523362011 "NY"  1 1 1 .
     4913362014 "NY" 13 1 1 1
     4973202012 "CT"  5 1 1 .
     5043622011 "NY"  1 1 1 .
     5113202012 "CT"  5 1 1 .
     5143202012 "CT"  5 1 1 .
     5143622011 "NY"  1 1 1 .
     5743362013 "NY"  9 1 1 .
     6233622011 "NY"  1 1 1 .
     6713622011 "NY"  1 1 1 .
     6753202012 "CT"  5 . 1 .
     6753622011 "NY"  1 1 1 .
     6793622011 "NY"  1 1 1 .
     6863622011 "NY"  1 1 1 .
     6923202012 "CT"  5 1 1 .
     6973362011 "NY"  1 1 1 .
     6993362017 "NY" 25 1 1 1
     7103202012 "CT"  5 1 1 .
     7513202011 "CT"  1 1 1 .
     7543202012 "CT"  5 1 1 .
     7573362013 "NY"  9 1 1 .
     7613202011 "CT"  1 1 1 .
     7623362013 "NY"  9 1 1 .
     7643362011 "NY"  1 1 1 .
     8233202012 "CT"  5 1 1 .
     8273362014 "NY" 13 1 1 1
     8363362017 "NY" 25 1 1 1
     8683362017 "NY" 25 1 1 1
     8973362014 "NY" 13 1 1 1
     8973622011 "NY"  1 1 1 .
     9013202012 "CT"  5 . 1 .
     9223362014 "NY" 13 1 1 1
     9613362014 "NY" 13 1 1 1
     9673362013 "NY"  9 1 1 .
     9683362013 "NY"  9 1 1 .
     9753362017 "NY" 25 1 1 1
     9853362017 "NY" 25 1 1 1
     9873202012 "CT"  5 1 1 .
     9903362017 "NY" 25 1 1 1
    10003622011 "NY"  1 1 1 .
    10143362017 "NY" 25 1 1 1
    10303362011 "NY"  1 . 1 .
    10773622011 "NY"  1 1 1 .
    12103362011 "NY"  1 1 1 .
    12103622011 "NY"  1 1 1 .
    12473622011 "NY"  1 1 1 .
    12543362017 "NY" 25 1 1 1
    12893202012 "CT"  5 . 1 .
    13143362011 "NY"  1 1 1 .
    13393362011 "NY"  1 1 1 .
    13683202011 "CT"  1 1 1 .
    13763362017 "NY" 25 1 1 1
    14163202011 "CT"  1 1 1 .
    14343622011 "NY"  1 . 1 .
    14753362017 "NY" 25 . 1 1
    15183202012 "CT"  5 1 1 .
    15263202011 "CT"  1 1 1 .
    15883362013 "NY"  9 1 1 .
    15913622011 "NY"  1 1 1 .
    16143202011 "CT"  1 1 1 .
    16413362013 "NY"  9 1 1 .
    16743622011 "NY"  1 1 1 .
    16923622011 "NY"  1 1 1 .
    17003202011 "CT"  1 1 1 .
    17343362013 "NY"  9 1 1 .
    17483362017 "NY" 25 1 1 1
    17663202011 "CT"  1 1 1 .
    18133202011 "CT"  1 1 1 .
    18213362011 "NY"  1 1 1 .
    18263202011 "CT"  1 . 1 .
    18343622011 "NY"  1 . 1 .
    18423202012 "CT"  5 1 1 .
    18793202012 "CT"  5 . 1 .
    19103622011 "NY"  1 1 1 .
    19153362014 "NY" 13 1 1 1
    19653362014 "NY" 13 1 1 1
    19793622011 "NY"  1 1 1 .
    20043202012 "CT"  5 1 1 .
    20243202011 "CT"  1 1 1 .
    21003362017 "NY" 25 1 1 1
    21623202012 "CT"  5 1 1 .
    21703622011 "NY"  1 1 1 .
    21763202012 "CT"  5 1 1 .
    22013362013 "NY"  9 1 1 .
    22063362013 "NY"  9 1 1 .
    22083362017 "NY" 25 1 1 1
    22093622011 "NY"  1 1 1 .
    22113362013 "NY"  9 . 1 .
    22223362013 "NY"  9 1 1 .
    22823362011 "NY"  1 1 1 .
    end
    To evaluate the impact of the state regulations on the 'rates of poisonings' I collapse the data at the state-quarter level :

    collapse (count) caseid (mean) treatMA post poly, by(state qtr)

    and then calculate the rate of poisoning as the number of episodes per 100,000 persons in the state. This looks as follows:


    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    clear
    input float rate_poisoning str5 state float qtr long poly byte treatMA float post
     .6743052 "AK" 23  10 1 0
    1.6183325 "AK" 21  18 1 0
    .40675375 "AK" 20   9 1 0
     .8135075 "AK" 19  12 1 0
    .27135384 "AK"  9   7 1 0
     .8140616 "AK" 11  10 1 0
     1.506026 "AK"  5  14 1 0
     .9694781 "AK"  1  13 1 0
     .6790646 "AK" 13   7 1 0
    1.1079749 "AK"  3  13 1 0
    .54764587 "AK"  7   6 1 0
     .8214688 "AK"  6  10 1 0
    1.3567692 "AK" 10  12 1 0
    1.2137494 "AK" 24  12 1 0
     .8135075 "AK" 17  12 1 0
     .6845573 "AK"  8  12 1 0
    1.2464718 "AK"  2  12 1 0
    1.4869165 "AK" 26  15 1 0
    1.2223163 "AK" 16  13 1 0
    1.0865033 "AK" 14  11 1 0
    1.3517423 "AK" 25  16 1 0
    2.0337687 "AK" 18  16 1 0
     .8148775 "AK" 15  12 1 0
    1.0788883 "AK" 22  15 1 0
     1.938956 "AK"  4  19 1 0
    1.3567692 "AK" 12  15 1 0
     1.169202 "AL" 25  80 0 0
    1.2919805 "AL"  3  91 0 0
    1.0714668 "AL" 17  76 0 0
    1.2835217 "AL" 11  93 0 0
    1.3336573 "AL"  1  84 0 0
    1.5694435 "AL" 14  97 0 0
     1.377256 "AL" 22  89 0 0
     1.312819 "AL"  2  91 0 0
    1.0072471 "AL" 24  73 0 0
    1.1100273 "AL" 23  69 0 0
    1.0278031 "AL" 21  62 0 0
    1.3249255 "AL" 10  94 0 0
      1.34979 "AL"  6  84 0 0
    1.3456275 "AL"  9  86 0 0
    1.5074917 "AL" 13  97 0 0
      1.55745 "AL"  7  98 0 0
     1.370556 "AL"  5  85 0 0
     1.236308 "AL" 19  81 0 0
    1.3422872 "AL" 16  94 0 0
    1.0835966 "AL"  4  72 0 0
     1.256913 "AL" 20  82 0 0
     .9684412 "AL" 18  61 0 0
     1.594051 "AL" 12 113 0 0
    1.1897143 "AL" 26  72 0 0
     1.548793 "AL" 15 105 0 0
     1.515918 "AL"  8 101 0 0
    1.3653027 "AR" 26  57 1 1
    1.1704081 "AR" 22  53 1 0
      .986258 "AR"  2  35 1 0
     .9182402 "AR"  3  35 1 0
     .8447233 "AR" 11  35 1 0
     .5781513 "AR"  4  22 1 0
     .8468522 "AR"  6  31 1 0
     1.337609 "AR" 23  59 1 0
     .8423958 "AR" 16  36 1 0
     .6993014 "AR" 25  37 1 1
    1.0072498 "AR" 18  45 1 0
    1.0700874 "AR" 24  43 1 0
     .8760917 "AR" 13  38 1 0
     .8807263 "AR"  5  32 1 0
     .8447233 "AR" 10  33 1 0
      .779104 "AR"  8  32 1 0
     .8109344 "AR"  9  33 1 0
     .8468522 "AR"  7  33 1 0
     .5728292 "AR" 14  23 1 0
    1.6115998 "AR" 19  64 1 0
     .8729499 "AR" 17  41 1 0
     .9460901 "AR" 12  33 1 0
    1.2038482 "AR" 21  56 1 0
     .7076125 "AR" 15  33 1 0
     .7481958 "AR"  1  30 1 0
    1.3429998 "AR" 20  54 1 0
    1.5592886 "AZ" 14 151 1 0
    1.3170226 "AZ" 19 142 1 0
    1.4470392 "AZ" 25 142 1 0
    1.4946705 "AZ"  7 141 1 0
    1.5693723 "AZ" 23 148 1 0
    1.5071592 "AZ"  9 140 1 0
     1.591103 "AZ"  1 150 1 0
    1.2810854 "AZ" 12 116 1 0
     1.513865 "AZ"  4 138 1 0
    1.8302088 "AZ"  6 176 1 0
     1.468587 "AZ" 22 141 1 0
    1.4256353 "AZ" 16 127 1 0
      1.61869 "AZ" 15 169 1 0
    1.4318013 "AZ" 10 130 1 0
     1.295812 "AZ" 21 119 1 0
     1.331656 "AZ" 20 129 1 0
     1.582517 "AZ" 11 134 1 0
      1.40316 "AZ"  5 144 1 0
    1.6837885 "AZ"  3 159 1 0
    1.4489152 "AZ"  8 130 1 0
    1.3901905 "AZ" 17 132 1 0
     1.336533 "AZ" 13 122 1 0
    end
    So now I have a panel for the 50 US states for 26 quarters each. To estimate the impact of the new regulation on the rate of poisonings I regress:

    reg
    rate_poisoning treatMA post i.qtr i.state [aweight=population], vce(cluster state)

    I find:

    (Std. Err. adjusted for 47 clusters in state)
    ----------------------------------------------------------------------------------------
    | Robust
    narc_nocod2 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
    -----------------------+----------------------------------------------------------------
    post | .0987154 .035155 2.81 0.007 .027952 .1694787
    treatMA | 2.840195 4.95225 0.57 0.569 -7.128167 12.80856
    -----------------------+----------------------------------------------------------------



    Next, I want to see if the increase in the rate of poisonings is driven by the incidence of poly-drug poisonings. The poly variable is simple the count of the poly-drug poisoning episodes in the state and not a *rate* per 100,000 persons like the outcome variable. For this I estimate:

    reg
    rate_poisoning treatMA post##poly i.qtr i.state [aweight=population], vce(cluster state)

    and get:

    (Std. Err. adjusted for 47 clusters in state)
    ----------------------------------------------------------------------------------------
    | Robust
    narc_nocod2 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
    -----------------------+----------------------------------------------------------------
    post | .0040671 .0660497 0.06 0.951 -.1288841 .1370183
    poly | .0055046 .0011748 4.69 0.000 .0031399 .0078693
    poly_post | .0004862 .0005581 0.87 0.388 -.0006371 .0016096
    treatMA | 2.335998 2.621396 0.89 0.377 -2.9406 7.612595
    -----------------------+----------------------------------------------------------------



    However, I am not sure if the interaction term really captures that? I will appreciate any direction I may get to specify a model that helps me capture that the increase in the poisonings rate is driven by an increase in the poly drug poisonings following state regulation.

    Sorry for the long post but I wanted to share the data and output.

    Thank you in advance,
    Sincerely,
    Sumedha.

  • #2
    You didn't get a quick response. 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.

    Did the change hit all states or just some? If some, then you could use a difference-in-differences design. I'm surprised to see reg output without a constant (when you have not put in noconstant as an option). I'm not sure why you don't normalize poly by state population - everything else is normalized.

    You need to use margins after the regression to understand the results. I'd also see what happens if you include poly in the estimate without the interaction. I'm finding the difference between the two sets of estimates troubling so I'd want to look closer.

    There is a problem with poly drug afterwards as an explanatory variable. By construction the same poly drug and y dv are correlated (since poly drug is one of the categories of poisoning. So you might consider a mediated model rather than moderated where post influences poly and poly and post influence the dv or some such.

    Comment


    • #3
      Dear Prof. Bromiley,

      Thank you for your very helpful response. I am sorry my post was not clear and am going to give it another shot. Since I included the sample data using dataex, let me provide the stata code in code delimiters and readable stat output.

      I collapsed the raw individual level data on poisoning episodes to create a state-quarter panel as follows:

      Code:
      collapse (count) caseid (mean) treatMA post poly, by(state qtr)
      Thereafter, I created normalized rates of poisonings and poly-drug poisonings (following your previous message) per 100,000 persons in the state as follows:

      Code:
      rate_poisoning=(caseid/popestimate)*100000
      poly_rate=(poly/popestimate)*100000
      Since different states implemented the treatment at different times I estimate a simple difference-in-difference model as follows:

      Code:
      reg rate_poisoning treatMA post i.qtr i.state [aweight=population], vce(cluster state)
      Here the coefficient on *post* can be interpreted as the differene-in-difference estimate. I get the following output:


      (analytic weights assumed)
      (sum of wgt is 7.6912e+09)
      note: 51.stateFIPS omitted because of collinearity
      note: 53.stateFIPS omitted because of collinearity
      note: 54.stateFIPS omitted because of collinearity
      note: 55.stateFIPS omitted because of collinearity
      note: 55.stateFIPS#c.qtr omitted because of collinearity
      note: 55.stateFIPS#c.qtrsq omitted because of collinearity

      Linear regression Number of obs = 1,128
      F(29, 46) = .
      Prob > F = .
      R-squared = 0.8880
      Root MSE = .073

      (Std. Err. adjusted for 47 clusters in state)

      Robust
      lnnarc_nocod2 Coef. Std. Err. t P>t [95% Conf. Interval]

      post .0539737 .0154946 3.48 0.001 .0227847 .0851627
      treatMA 1.064165 2.182869 0.49 0.628 -3.329722 5.458052
      qavg_pct_lf_unemp -.0026507 .0103623 -0.26 0.799 -.023509 .0182075
      pct_lhs .1987338 1.77678 0.11 0.911 -3.377738 3.775206
      pct_hs -.0710482 1.42461 -0.05 0.960 -2.938639 2.796543
      perc_black -.0379206 .1605073 -0.24 0.814 -.361005 .2851638
      perc_nonwhite .0089682 .1246781 0.07 0.943 -.2419958 .2599322
      pctmale 45.1515 43.99797 1.03 0.310 -43.41182 133.7148
      pctover65 24.92339 11.08235 2.25 0.029 2.615776 47.23099
      state_share_rural_2010 -5.391026 110.5444 -0.05 0.961 -227.9055 217.1234
      md_100000 -.0126277 .0373142 -0.34 0.737 -.0877372 .0624819
      pa_100000 -.0116365 .1093813 -0.11 0.916 -.2318095 .2085366
      rn_100000 .00443 .0116301 0.38 0.705 -.0189801 .0278401

      qtr
      2 -.0176234 .0148933 -1.18 0.243 -.047602 .0123553
      3 -.0101236 .0170314 -0.59 0.555 -.044406 .0241587
      4 -.0487586 .0215127 -2.27 0.028 -.0920615 -.0054556
      5 -.1656895 .0625692 -2.65 0.011 -.2916349 -.0397442
      6 -.1976432 .0649383 -3.04 0.004 -.3283572 -.0669292
      7 -.1991956 .0638959 -3.12 0.003 -.3278114 -.0705799
      8 -.2314979 .0671996 -3.44 0.001 -.3667637 -.0962321
      9 -.33933 .1198866 -2.83 0.007 -.5806492 -.0980107
      10 -.3340309 .1195809 -2.79 0.008 -.5747347 -.0933271
      11 -.3552928 .1237298 -2.87 0.006 -.6043479 -.1062377
      12 -.4001864 .1223429 -3.27 0.002 -.6464499 -.153923
      13 -.5183838 .1772166 -2.93 0.005 -.8751023 -.1616652
      14 -.5106039 .1790296 -2.85 0.006 -.8709719 -.1502359
      15 -.487224 .1794408 -2.72 0.009 -.8484196 -.1260285
      16 -.5239069 .1754596 -2.99 0.005 -.8770888 -.1707249
      17 -.6493742 .231227 -2.81 0.007 -1.11481 -.1839383
      18 -.6179051 .2345983 -2.63 0.011 -1.090127 -.1456832
      19 -.6107674 .2362067 -2.59 0.013 -1.086227 -.135308
      20 -.6458752 .2360453 -2.74 0.009 -1.12101 -.1707407
      21 -.725385 .2923069 -2.48 0.017 -1.313768 -.1370017
      22 -.7007621 .2929017 -2.39 0.021 -1.290343 -.1111815
      23 -.7061979 .2954119 -2.39 0.021 -1.300831 -.1115647
      24 -.7123607 .3001499 -2.37 0.022 -1.316531 -.1081904

      stateFIPS
      2 .6695943 13.55937 0.05 0.961 -26.62401 27.9632
      4 -2.586268 19.72235 -0.13 0.896 -42.28531 37.11277
      5 -1.595819 3.715981 -0.43 0.670 -9.0757 5.884062
      6 -3.361057 25.80293 -0.13 0.897 -55.29966 48.57754
      8 .2261894 3.732997 0.06 0.952 -7.287945 7.740324
      9 -.2102147 12.87839 -0.02 0.987 -26.13307 25.71264
      10 -1.864615 19.76104 -0.09 0.925 -41.64153 37.9123
      12 -1.378922 25.66031 -0.05 0.957 -53.03045 50.27261
      13 -.0996623 11.83305 -0.01 0.993 -23.91835 23.71903
      15 -1.655602 11.59022 -0.14 0.887 -24.9855 21.6743
      16 .0138756 5.08917 0.00 0.998 -10.23009 10.25784
      17 -1.781339 18.45858 -0.10 0.924 -38.93653 35.37385
      18 -1.507275 14.63249 -0.10 0.918 -30.96094 27.94639
      19 .3610417 7.621292 0.05 0.962 -14.97982 15.70191
      20 -.6460091 1.722396 -0.38 0.709 -4.113013 2.820995
      21 -.9963165 3.86488 -0.26 0.798 -8.775916 6.783283
      22 -.8390934 20.73189 -0.04 0.968 -42.57023 40.89204
      23 1.761387 34.42728 0.05 0.959 -67.53713 71.0599
      24 1.355601 11.39045 0.12 0.906 -21.57218 24.28338
      25 -.7571422 14.03236 -0.05 0.957 -29.00281 27.48853
      26 1.231085 3.300062 0.37 0.711 -5.411596 7.873766
      27 -1.318289 6.720508 -0.20 0.845 -14.84597 12.20939
      28 -.0376315 7.639979 -0.00 0.996 -15.41611 15.34085
      29 -.2373231 4.202727 -0.06 0.955 -8.696974 8.222328
      30 1.178204 24.22647 0.05 0.961 -47.58716 49.94357
      31 -1.301104 2.54043 -0.51 0.611 -6.414725 3.812517
      32 -2.557716 30.9385 -0.08 0.934 -64.83368 59.71824
      33 -.2130638 16.7625 -0.01 0.990 -33.95423 33.5281
      34 -.9015866 24.58211 -0.04 0.971 -50.3828 48.57963
      35 -1.695537 12.1087 -0.14 0.889 -26.06909 22.67802
      36 -.0247109 18.24863 -0.00 0.999 -36.75731 36.70789
      37 .3974667 3.388033 0.12 0.907 -6.422289 7.217222
      39 -1.063536 15.96516 -0.07 0.947 -33.19975 31.07267
      40 -.5808873 3.941486 -0.15 0.883 -8.514687 7.352912
      41 .5836962 1.391772 0.42 0.677 -2.217795 3.385187
      42 -.4799974 18.10344 -0.03 0.979 -36.92033 35.96034
      44 -2.025182 23.84781 -0.08 0.933 -50.02834 45.97798
      45 -1.311868 4.671179 -0.28 0.780 -10.71446 8.090728
      46 -2.833711 11.27282 -0.25 0.803 -25.52471 19.85729
      47 -1.154388 8.98342 -0.13 0.898 -19.23707 16.9283
      48 -2.345647 23.10637 -0.10 0.920 -48.85636 44.16506
      49 -.7899106 10.10336 -0.08 0.938 -21.12692 19.5471
      51 0 (omitted)
      53 0 (omitted)
      54 0 (omitted)
      55 0 (omitted)

      stateFIPS#c.qtr
      1 .041542 .0038231 10.87 0.000 .0338466 .0492375
      2 -.0172247 .0216013 -0.80 0.429 -.0607058 .0262564
      4 .0024807 .0048476 0.51 0.611 -.007277 .0122385
      5 .0133284 .002943 4.53 0.000 .0074045 .0192524
      6 .0313367 .0054744 5.72 0.000 .0203172 .0423561
      8 .0066564 .0118604 0.56 0.577 -.0172173 .0305301
      9 .0554549 .004207 13.18 0.000 .0469866 .0639231
      10 .0042682 .0090489 0.47 0.639 -.0139463 .0224827
      12 -.0200802 .0042251 -4.75 0.000 -.0285849 -.0115756
      13 -.0046926 .0052798 -0.89 0.379 -.0153203 .0059351
      15 .022357 .019929 1.12 0.268 -.0177579 .0624719
      16 .0577198 .0042853 13.47 0.000 .0490938 .0663457
      17 .0351813 .0022174 15.87 0.000 .030718 .0396446
      18 .0177329 .0028728 6.17 0.000 .0119503 .0235156
      19 .0262233 .0046888 5.59 0.000 .0167851 .0356614
      20 .0356955 .0060296 5.92 0.000 .0235584 .0478325
      21 -.0348935 .0045681 -7.64 0.000 -.0440886 -.0256984
      22 .0431711 .0050762 8.50 0.000 .0329533 .0533889
      23 .0461521 .0090271 5.11 0.000 .0279815 .0643227
      24 -.0216174 .0094574 -2.29 0.027 -.0406541 -.0025807
      25 .0061742 .0101711 0.61 0.547 -.0142992 .0266476
      26 .0218814 .0041749 5.24 0.000 .0134778 .0302851
      27 .0372943 .0048276 7.73 0.000 .027577 .0470117
      28 .0315015 .0027992 11.25 0.000 .025867 .037136
      29 .0167904 .0030479 5.51 0.000 .0106554 .0229254
      30 .0311367 .0061454 5.07 0.000 .0187667 .0435067
      31 .0285436 .0069092 4.13 0.000 .0146361 .0424512
      32 .0014984 .0092716 0.16 0.872 -.0171644 .0201613
      33 -.0029964 .0086603 -0.35 0.731 -.0204286 .0144358
      34 .0178639 .0046383 3.85 0.000 .0085275 .0272002
      35 -.020299 .0074394 -2.73 0.009 -.0352737 -.0053244
      36 -.0062944 .0090552 -0.70 0.490 -.0245216 .0119328
      37 .0273549 .0062218 4.40 0.000 .0148311 .0398787
      39 .0096971 .0046039 2.11 0.041 .0004299 .0189643
      40 -.0653291 .0054796 -11.92 0.000 -.076359 -.0542993
      41 -.016274 .0064291 -2.53 0.015 -.029215 -.003333
      42 .041066 .0056585 7.26 0.000 .0296761 .052456
      44 -.0174506 .0031519 -5.54 0.000 -.0237949 -.0111062
      45 .0159864 .0074061 2.16 0.036 .0010787 .0308942
      46 .0780571 .0307614 2.54 0.015 .0161376 .1399766
      47 .0075209 .005702 1.32 0.194 -.0039565 .0189983
      48 .0252987 .0041979 6.03 0.000 .0168489 .0337486
      49 .0200457 .0081594 2.46 0.018 .0036217 .0364696
      51 .0195385 .0076415 2.56 0.014 .0041569 .0349202
      53 .0081446 .0079752 1.02 0.312 -.0079088 .0241979
      54 -.0105567 .005173 -2.04 0.047 -.0209694 -.0001441
      55 0 (omitted)

      stateFIPS#c.qtrsq
      1 -.0013708 .0001411 -9.71 0.000 -.0016548 -.0010867
      2 .0005929 .0006133 0.97 0.339 -.0006415 .0018274
      4 -.0001644 .0001162 -1.41 0.164 -.0003984 .0000695
      5 .0004498 .0001018 4.42 0.000 .0002448 .0006547
      6 -.0011234 .0001144 -9.82 0.000 -.0013536 -.0008931
      8 -.0003792 .000172 -2.20 0.033 -.0007255 -.0000329
      9 -.0016619 .0001868 -8.90 0.000 -.0020378 -.0012859
      10 -.0001541 .0001638 -0.94 0.352 -.0004839 .0001757
      12 .0005416 .0001701 3.18 0.003 .0001992 .000884
      13 .0003066 .0001753 1.75 0.087 -.0000463 .0006595
      15 -.0006821 .0003803 -1.79 0.079 -.0014476 .0000835
      16 -.0012187 .0001439 -8.47 0.000 -.0015083 -.0009291
      17 -.0006965 .00007 -9.96 0.000 -.0008374 -.0005557
      18 -.0003839 .0000917 -4.19 0.000 -.0005685 -.0001994
      19 -.000236 .0000479 -4.92 0.000 -.0003325 -.0001395
      20 -.0008806 .0001633 -5.39 0.000 -.0012092 -.000552
      21 .0008894 .0001623 5.48 0.000 .0005628 .0012161
      22 -.0009484 .000145 -6.54 0.000 -.0012402 -.0006565
      23 -.0019209 .0002118 -9.07 0.000 -.0023471 -.0014946
      24 .0005873 .0002302 2.55 0.014 .000124 .0010506
      25 -.0004127 .0001676 -2.46 0.018 -.00075 -.0000754
      26 -.0010259 .0000782 -13.13 0.000 -.0011832 -.0008686
      27 -.000904 .0000951 -9.51 0.000 -.0010953 -.0007127
      28 -.0006021 .0002196 -2.74 0.009 -.0010442 -.0001601
      29 -.0004086 .000091 -4.49 0.000 -.0005916 -.0002255
      30 -.0013977 .0001037 -13.48 0.000 -.0016064 -.0011891
      31 -.0005668 .0000975 -5.81 0.000 -.000763 -.0003706
      32 .0000794 .0002159 0.37 0.715 -.0003551 .0005139
      33 -.0000903 .000164 -0.55 0.584 -.0004204 .0002398
      34 -.0006948 .0001497 -4.64 0.000 -.000996 -.0003935
      35 .000476 .0002024 2.35 0.023 .0000686 .0008833
      36 .0000973 .0002258 0.43 0.668 -.0003571 .0005518
      37 -.0008274 .000148 -5.59 0.000 -.0011254 -.0005295
      39 -.0004424 .0001544 -2.87 0.006 -.0007531 -.0001317
      40 .0012975 .0002112 6.14 0.000 .0008723 .0017227
      41 .0005239 .000251 2.09 0.042 .0000187 .0010291
      42 -.0010879 .0001344 -8.09 0.000 -.0013584 -.0008174
      44 .0007084 .0001344 5.27 0.000 .0004379 .0009789
      45 -.0002933 .0001661 -1.77 0.084 -.0006276 .0000411
      46 -.0022364 .000447 -5.00 0.000 -.0031362 -.0013365
      47 .0001771 .0001659 1.07 0.291 -.0001569 .0005111
      48 -.000848 .000115 -7.38 0.000 -.0010795 -.0006166
      49 -.0004068 .0001717 -2.37 0.022 -.0007525 -.0000611
      51 -.0005592 .0002235 -2.50 0.016 -.001009 -.0001094
      53 -.0001941 .0001779 -1.09 0.281 -.0005521 .0001639
      54 -.0007431 .0001415 -5.25 0.000 -.0010279 -.0004583
      55 0 (omitted)

      _cons -24.0235 38.30153 -0.63 0.534 -101.1205 53.07347



      I had previously omitted the many state and quarter dummies to save space.

      Next, I want to see if the rise in poly-drug poisonings is driving this increase in total poisoning calls. I agree with you that including the poly_rate as an independent variable does not make a lot of sense since poly poisonings are a part of the total poisonings and thus are highly correlated. We can see that if I run the following



      Code:
      reg
      rate_poisoning poly_rate treatMA post i.qtr i.state [aweight=population], vce(cluster state)


      I get the following:


      (analytic weights assumed)
      (sum of wgt is 7.6912e+09)
      note: 51.stateFIPS omitted because of collinearity
      note: 53.stateFIPS omitted because of collinearity
      note: 54.stateFIPS omitted because of collinearity
      note: 55.stateFIPS omitted because of collinearity
      note: 55.stateFIPS#c.qtr omitted because of collinearity
      note: 55.stateFIPS#c.qtrsq omitted because of collinearity

      Linear regression Number of obs = 1,128
      F(30, 46) = .
      Prob > F = .
      R-squared = 0.9927
      Root MSE = .01866

      (Std. Err. adjusted for 47 clusters in state)

      Robust
      lnnarc_nocod2 Coef. Std. Err. t P>t [95% Conf. Interval]

      post .0108377 .0050614 2.14 0.038 .0006496 .0210257
      poly_rate .4685614 .0194583 24.08 0.000 .4293938 .5077289
      treatMA -.5225981 .4154362 -1.26 0.215 -1.358828 .3136316
      qavg_pct_lf_unemp .0016073 .0022838 0.70 0.485 -.0029899 .0062044
      pct_lhs -.4943263 .458107 -1.08 0.286 -1.416448 .4277953
      pct_hs -.404921 .3492784 -1.16 0.252 -1.107982 .2981399
      perc_black .002767 .0526817 0.05 0.958 -.1032758 .1088099
      perc_nonwhite -.0034352 .0448892 -0.08 0.939 -.0937926 .0869221
      pctmale 4.943127 11.41753 0.43 0.667 -18.03918 27.92543
      pctover65 2.956875 2.666321 1.11 0.273 -2.410151 8.3239
      state_share_rural_2010 30.15746 27.54142 1.09 0.279 -25.28054 85.59547
      md_100000 .0098038 .0085815 1.14 0.259 -.0074698 .0270775
      pa_100000 -.0062798 .0173351 -0.36 0.719 -.0411735 .0286139
      rn_100000 -.0020075 .0020956 -0.96 0.343 -.0062258 .0022108

      qtr
      2 -.0033249 .0038611 -0.86 0.394 -.0110969 .0044471
      3 -.0026072 .0045351 -0.57 0.568 -.0117358 .0065214
      4 -.0106235 .0036307 -2.93 0.005 -.0179318 -.0033152
      5 -.0229169 .0148567 -1.54 0.130 -.0528219 .0069882
      6 -.0285644 .0152701 -1.87 0.068 -.0593015 .0021728
      7 -.0308226 .0162067 -1.90 0.063 -.063445 .0017997
      8 -.0337278 .0155266 -2.17 0.035 -.0649813 -.0024744
      9 -.0503634 .029519 -1.71 0.095 -.109782 .0090552
      10 -.0502561 .0288509 -1.74 0.088 -.10833 .0078178
      11 -.0488494 .0283782 -1.72 0.092 -.1059717 .0082729
      12 -.0612609 .0290315 -2.11 0.040 -.1196983 -.0028235
      13 -.0674435 .0419199 -1.61 0.114 -.151824 .016937
      14 -.0695328 .0415997 -1.67 0.101 -.1532688 .0142031
      15 -.0685982 .0414244 -1.66 0.105 -.1519813 .0147848
      16 -.0720492 .0414645 -1.74 0.089 -.1555129 .0114145
      17 -.084547 .0546729 -1.55 0.129 -.1945979 .0255039
      18 -.0829848 .0551365 -1.51 0.139 -.1939689 .0279992
      19 -.0874449 .0548063 -1.60 0.117 -.1977643 .0228744
      20 -.0901794 .0549194 -1.64 0.107 -.2007264 .0203676
      21 -.0901643 .0682888 -1.32 0.193 -.2276226 .047294
      22 -.0915331 .0683747 -1.34 0.187 -.2291643 .0460981
      23 -.0949995 .0689542 -1.38 0.175 -.2337971 .043798
      24 -.0928595 .0700137 -1.33 0.191 -.2337898 .0480709

      stateFIPS
      2 -2.950328 3.370198 -0.88 0.386 -9.734186 3.83353
      4 5.534708 4.944365 1.12 0.269 -4.417783 15.4872
      5 .7617276 .5041544 1.51 0.138 -.2530826 1.776538
      6 7.334804 6.372834 1.15 0.256 -5.493046 20.16265
      8 .4578693 .9006561 0.51 0.614 -1.355057 2.270796
      9 3.376131 3.244513 1.04 0.304 -3.154735 9.906997
      10 5.079146 4.734179 1.07 0.289 -4.450262 14.60855
      12 6.92968 6.554302 1.06 0.296 -6.263445 20.12281
      13 3.262483 2.959024 1.10 0.276 -2.693723 9.21869
      15 3.994757 2.307317 1.73 0.090 -.6496319 8.639146
      16 -1.205873 1.09508 -1.10 0.277 -3.410155 .9984098
      17 4.953005 4.458699 1.11 0.272 -4.02189 13.9279
      18 4.030988 3.405819 1.18 0.243 -2.82457 10.88655
      19 -2.074147 1.865884 -1.11 0.272 -5.829977 1.681682
      20 -.4099003 .3747377 -1.09 0.280 -1.164208 .3444076
      21 .9707456 .83421 1.16 0.251 -.708432 2.649923
      22 5.460444 5.092904 1.07 0.289 -4.791039 15.71193
      23 -9.31174 8.47446 -1.10 0.278 -26.36994 7.746463
      24 2.704542 2.80574 0.96 0.340 -2.94312 8.352204
      25 3.517392 3.352968 1.05 0.300 -3.231783 10.26657
      26 .6477266 .8646753 0.75 0.458 -1.092774 2.388228
      27 -1.754534 1.760573 -1.00 0.324 -5.298384 1.789316
      28 -2.273059 2.00136 -1.14 0.262 -6.301588 1.75547
      29 .7637968 .7363091 1.04 0.305 -.7183166 2.24591
      30 -6.55053 5.875417 -1.11 0.271 -18.37713 5.276072
      31 -.1607232 .5096346 -0.32 0.754 -1.186564 .8651181
      32 8.747558 7.661579 1.14 0.259 -6.6744 24.16952
      33 -4.627992 4.196356 -1.10 0.276 -13.07482 3.818836
      34 6.781143 5.980356 1.13 0.263 -5.25669 18.81898
      35 3.627228 3.080962 1.18 0.245 -2.574427 9.828882
      36 4.965411 4.636643 1.07 0.290 -4.367666 14.29849
      37 -.827971 .6052588 -1.37 0.178 -2.046294 .3903518
      39 4.238833 3.74558 1.13 0.264 -3.300629 11.7783
      40 1.091361 .7824731 1.39 0.170 -.4836753 2.666398
      41 -.3757181 .2529063 -1.49 0.144 -.8847921 .1333559
      42 4.90352 4.559268 1.08 0.288 -4.273811 14.08085
      44 6.27984 5.670432 1.11 0.274 -5.134149 17.69383
      45 1.096629 1.095154 1.00 0.322 -1.107801 3.301059
      46 -2.573767 2.990173 -0.86 0.394 -8.592674 3.445139
      47 2.440722 2.064966 1.18 0.243 -1.715839 6.597284
      48 6.438287 5.80478 1.11 0.273 -5.246128 18.1227
      49 2.852273 2.551951 1.12 0.270 -2.284538 7.989085
      51 0 (omitted)
      53 0 (omitted)
      54 0 (omitted)
      55 0 (omitted)

      stateFIPS#c.qtr
      1 .0003449 .0017546 0.20 0.845 -.0031869 .0038767
      2 -.0015349 .005041 -0.30 0.762 -.011682 .0086122
      4 .0050773 .0011904 4.27 0.000 .0026812 .0074734
      5 -.0002586 .0005882 -0.44 0.662 -.0014426 .0009254
      6 .0091429 .0019508 4.69 0.000 .0052161 .0130697
      8 .0058017 .0018963 3.06 0.004 .0019847 .0096186
      9 .0095947 .002591 3.70 0.001 .0043793 .0148102
      10 .0015013 .0019331 0.78 0.441 -.0023899 .0053925
      12 .0020396 .0012904 1.58 0.121 -.0005579 .0046371
      13 .0014497 .0010518 1.38 0.175 -.0006674 .0035668
      15 .0132702 .0065838 2.02 0.050 .0000178 .0265226
      16 .0085403 .0027755 3.08 0.004 .0029535 .0141271
      17 .0078292 .0014277 5.48 0.000 .0049555 .0107029
      18 .0073641 .000649 11.35 0.000 .0060577 .0086706
      19 .0055414 .0014802 3.74 0.001 .0025619 .0085208
      20 .0086809 .0022523 3.85 0.000 .0041471 .0132146
      21 .0079879 .0018539 4.31 0.000 .0042563 .0117196
      22 .0112551 .0021384 5.26 0.000 .0069508 .0155594
      23 .0068841 .003505 1.96 0.056 -.000171 .0139393
      24 .0115013 .0016467 6.98 0.000 .0081866 .0148159
      25 .004177 .0027439 1.52 0.135 -.0013462 .0097001
      26 .0050686 .0015619 3.25 0.002 .0019247 .0082126
      27 .0055793 .0017182 3.25 0.002 .0021209 .0090378
      28 .0081355 .0012486 6.52 0.000 .0056222 .0106487
      29 .0041731 .0011929 3.50 0.001 .001772 .0065742
      30 .0117066 .0022305 5.25 0.000 .0072168 .0161964
      31 .0022547 .001935 1.17 0.250 -.0016402 .0061495
      32 .0049138 .0015523 3.17 0.003 .0017891 .0080385
      33 .0015914 .0024288 0.66 0.516 -.0032974 .0064803
      34 .0078698 .0016027 4.91 0.000 .0046437 .0110959
      35 .0083009 .0022423 3.70 0.001 .0037873 .0128144
      36 .0038909 .0016764 2.32 0.025 .0005165 .0072654
      37 .0051793 .0011705 4.42 0.000 .0028231 .0075355
      39 .0020356 .0016234 1.25 0.216 -.0012321 .0053034
      40 .031725 .0039581 8.02 0.000 .0237577 .0396923
      41 .008729 .0016412 5.32 0.000 .0054254 .0120325
      42 .0114293 .0024694 4.63 0.000 .0064587 .0163998
      44 .0031358 .0009592 3.27 0.002 .0012051 .0050666
      45 .0042922 .0014675 2.92 0.005 .0013383 .007246
      46 -.00179 .0063399 -0.28 0.779 -.0145516 .0109715
      47 .0026301 .001379 1.91 0.063 -.0001457 .0054058
      48 .0071639 .0015049 4.76 0.000 .0041347 .010193
      49 .0103294 .0017172 6.02 0.000 .0068729 .0137859
      51 .0039385 .0024392 1.61 0.113 -.0009714 .0088484
      53 .0072432 .0022151 3.27 0.002 .0027844 .0117021
      54 .0219415 .0017377 12.63 0.000 .0184437 .0254393
      55 0 (omitted)

      stateFIPS#c.qtrsq
      1 .0000167 .0000803 0.21 0.836 -.0001449 .0001783
      2 .0000832 .0001375 0.61 0.548 -.0001935 .0003599
      4 -.0000876 .000027 -3.25 0.002 -.0001419 -.0000333
      5 .0001672 .000026 6.44 0.000 .000115 .0002195
      6 -.0002522 .0000587 -4.30 0.000 -.0003704 -.0001341
      8 -.0001196 .0000275 -4.35 0.000 -.0001749 -.0000642
      9 -.0003171 .0000937 -3.38 0.001 -.0005058 -.0001285
      10 -.0000121 .0000484 -0.25 0.803 -.0001096 .0000854
      12 -.0000119 .0000431 -0.28 0.783 -.0000986 .0000747
      13 -3.03e-06 .0000451 -0.07 0.947 -.0000938 .0000877
      15 -.0003952 .0001099 -3.60 0.001 -.0006163 -.000174
      16 -.0002435 .0000538 -4.52 0.000 -.0003519 -.0001351
      17 -.0001692 .0000328 -5.15 0.000 -.0002353 -.0001031
      18 -.0002249 .000028 -8.02 0.000 -.0002814 -.0001685
      19 -.0001469 .000012 -12.29 0.000 -.0001709 -.0001228
      20 -.0002327 .0000622 -3.74 0.001 -.0003578 -.0001076
      21 -.0002421 .0000515 -4.70 0.000 -.0003457 -.0001385
      22 -.0002375 .0000581 -4.09 0.000 -.0003545 -.0001205
      23 -.0003105 .0001062 -2.92 0.005 -.0005242 -.0000968
      24 -.0001733 .0000471 -3.68 0.001 -.0002681 -.0000784
      25 -.0001309 .0000563 -2.32 0.025 -.0002444 -.0000175
      26 -.0000416 .000054 -0.77 0.444 -.0001502 .000067
      27 -.0000906 .0000423 -2.14 0.038 -.0001758 -5.43e-06
      28 -.0001847 .0000657 -2.81 0.007 -.0003169 -.0000525
      29 -.0001215 .0000305 -3.98 0.000 -.000183 -.00006
      30 -.0004252 .000045 -9.46 0.000 -.0005157 -.0003347
      31 -.0000585 .0000383 -1.53 0.134 -.0001356 .0000187
      32 -.0000162 .0000533 -0.30 0.762 -.0001236 .0000911
      33 -.0000372 .0000437 -0.85 0.399 -.0001251 .0000507
      34 -.0002213 .000055 -4.03 0.000 -.0003319 -.0001106
      35 -.0003058 .0000643 -4.75 0.000 -.0004352 -.0001763
      36 -.0001127 .0000498 -2.26 0.028 -.0002129 -.0000124
      37 -.0001095 .000047 -2.33 0.024 -.000204 -.0000149
      39 -.00008 .0000521 -1.54 0.131 -.0001847 .0000248
      40 -.0009365 .0000833 -11.24 0.000 -.0011041 -.0007688
      41 -.0001713 .0000718 -2.39 0.021 -.0003157 -.0000268
      42 -.000336 .0000642 -5.23 0.000 -.0004652 -.0002067
      44 -.0000759 .0000515 -1.47 0.147 -.0001796 .0000278
      45 -.0000589 .0000531 -1.11 0.273 -.0001658 .0000479
      46 -.000018 .0001077 -0.17 0.868 -.0002348 .0001988
      47 -.0000349 .0000498 -0.70 0.486 -.0001351 .0000652
      48 -.0002004 .0000489 -4.10 0.000 -.0002987 -.000102
      49 -.00026 .0000503 -5.17 0.000 -.0003613 -.0001587
      51 -.0000875 .0000711 -1.23 0.225 -.0002306 .0000556
      53 -.0000553 .0000348 -1.59 0.119 -.0001253 .0000147
      54 -.0005323 .0000418 -12.74 0.000 -.0006165 -.0004482
      55 0 (omitted)

      _cons 5.367915 10.49004 0.51 0.611 -15.74744 26.48327


      poly_rate pretty much explains everything. If I now include the interaction that is statistically insignificant but the coefficient on poly_rate remains massive.


      I do want to run a 'mediated' model. But I am not sure how to do that. Is there a particular set up/ command I can use to capture that?

      I will be grateful for your help.
      Sincerely,
      Sumedha.

      Comment

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