Wald test for trends

[Adya Rao]

Hi! I'm new to STATA. I came across a paper that reported a Wald-test for trends p-value along with their logistic regression output (pasted below). Is it possible to do this test on STATA and if so how? Is this different from a Chi squared test for trends?

Thank you so much!

[Joseph Coveney]

You could write to the authors to ask them how they did it, but one approach would be to examine the linear component of a set of orthogonal polynomial contrasts of the ordered categorical predictor after fitting the logistic regression model. It would be something along the lines of the following.

logit pos i.(age sex edu)
contrast p.age, noeffects // examine the first (linear) component
contrast p.edu, noeffects // ditto

[Adya Rao]

Joseph Coveney Thank you so much for your response, I will look into this. Do you know if this is different from doing a "testparm" post-estimation command after fitting the model? According to the STATA manual this is a Wald test of a linear hypothesis which sounds the most like "wald test for trend".

xi: logit HBsAg ///
 ib(first).univariate_age ///
 ib(last).urban_status ///
 ib(last).ses_grp ///
 ib(last).education_level ///
 ib(last).HivFinalResult /// 
 ib2.church_denomination ///
 ib(first).employment_sector /// 
 ib(last).literacy ///
 ib(first).non_regular_sex, or vce(robust)

testparm i.non_regular_sex

testparm i.literacy

[Joseph Coveney]

Do you know if this is different from doing a "testparm" post-estimation command after fitting the model?

Yes, a test of the linear component of the set of orthogonal polynomial contrasts is different from what -testparm- does. See below.

Compare the test of the "(linear)" component after -contrast- with you you see after -testparm-. The latter is the same as the "Joint" test, that is, of the entire set, and not just of the (linear) trend.

.ÿ
.ÿversionÿ17.0

.ÿ
.ÿclearÿ*

.ÿ
.ÿsetÿseedÿ`=strreverse("1605335")'

.ÿ
.ÿquietlyÿsetÿobsÿ250

.ÿ
.ÿ#ÿdelimitÿ;
delimiterÿnowÿ;
.ÿforeachÿvarÿofÿnewlistÿ
>ÿÿÿÿÿÿÿÿÿHBsAg
>ÿÿÿÿÿÿÿÿÿurban_status
>ÿÿÿÿÿÿÿÿÿHivFinalResultÿ{;
ÿÿ2.ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿgenerateÿbyteÿ`var'ÿ=ÿrnormal()ÿ<ÿ0.5;
ÿÿ3.ÿ};

.ÿforeachÿvarÿofÿnewlist
>ÿÿÿÿÿÿÿÿÿunivariate_age
>ÿÿÿÿÿÿÿÿÿeducation_level
>ÿÿÿÿÿÿÿÿÿses_grp
>ÿÿÿÿÿÿÿÿÿchurch_denomination
>ÿÿÿÿÿÿÿÿÿemployment_sector
>ÿÿÿÿÿÿÿÿÿliteracy
>ÿÿÿÿÿÿÿÿÿnon_regular_sexÿ{;
ÿÿ2.ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿgenerateÿbyteÿ`var'ÿ=ÿruniformint(1,ÿ4);
ÿÿ3.ÿ};

.ÿquietlyÿlogitÿHBsAg
>ÿÿÿÿÿÿÿÿÿib(first).univariate_age
>ÿÿÿÿÿÿÿÿÿib(last).urban_status
>ÿÿÿÿÿÿÿÿÿib(last).ses_grp
>ÿÿÿÿÿÿÿÿÿib(last).education_level
>ÿÿÿÿÿÿÿÿÿib(last).HivFinalResultÿ
>ÿÿÿÿÿÿÿÿÿib2.church_denomination
>ÿÿÿÿÿÿÿÿÿib(first).employment_sectorÿ
>ÿÿÿÿÿÿÿÿÿib(last).literacy
>ÿÿÿÿÿÿÿÿÿib(first).non_regular_sex;

.ÿ#ÿdelimitÿcr
delimiterÿnowÿcr
.ÿ
.ÿtestparmÿi.non_regular_sex

ÿ(ÿ1)ÿÿ[HBsAg]2.non_regular_sexÿ=ÿ0
ÿ(ÿ2)ÿÿ[HBsAg]3.non_regular_sexÿ=ÿ0
ÿ(ÿ3)ÿÿ[HBsAg]4.non_regular_sexÿ=ÿ0

ÿÿÿÿÿÿÿÿÿÿÿchi2(ÿÿ3)ÿ=ÿÿÿÿ0.51
ÿÿÿÿÿÿÿÿÿProbÿ>ÿchi2ÿ=ÿÿÿÿ0.9171

.ÿcontrastÿp.non_regular_sex,ÿnoeffects

Contrastsÿofÿmarginalÿlinearÿpredictions

Margins:ÿasbalanced

---------------------------------------------------
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿ|ÿÿÿÿÿÿÿÿÿdfÿÿÿÿÿÿÿÿchi2ÿÿÿÿÿP>chi2
----------------+----------------------------------
non_regular_sexÿ|
ÿÿÿÿÿÿ(linear)ÿÿ|ÿÿÿÿÿÿÿÿÿÿ1ÿÿÿÿÿÿÿÿ0.15ÿÿÿÿÿ0.6998
ÿÿÿ(quadratic)ÿÿ|ÿÿÿÿÿÿÿÿÿÿ1ÿÿÿÿÿÿÿÿ0.04ÿÿÿÿÿ0.8390
ÿÿÿÿÿÿÿ(cubic)ÿÿ|ÿÿÿÿÿÿÿÿÿÿ1ÿÿÿÿÿÿÿÿ0.25ÿÿÿÿÿ0.6181
ÿÿÿÿÿÿÿÿÿJointÿÿ|ÿÿÿÿÿÿÿÿÿÿ3ÿÿÿÿÿÿÿÿ0.51ÿÿÿÿÿ0.9171
---------------------------------------------------

.ÿ
.ÿtestparmÿi.literacy

ÿ(ÿ1)ÿÿ[HBsAg]1.literacyÿ=ÿ0
ÿ(ÿ2)ÿÿ[HBsAg]2.literacyÿ=ÿ0
ÿ(ÿ3)ÿÿ[HBsAg]3.literacyÿ=ÿ0

ÿÿÿÿÿÿÿÿÿÿÿchi2(ÿÿ3)ÿ=ÿÿÿÿ5.16
ÿÿÿÿÿÿÿÿÿProbÿ>ÿchi2ÿ=ÿÿÿÿ0.1601

.ÿcontrastÿp.literacy,ÿnoeffects

Contrastsÿofÿmarginalÿlinearÿpredictions

Margins:ÿasbalanced

------------------------------------------------
ÿÿÿÿÿÿÿÿÿÿÿÿÿ|ÿÿÿÿÿÿÿÿÿdfÿÿÿÿÿÿÿÿchi2ÿÿÿÿÿP>chi2
-------------+----------------------------------
ÿÿÿÿliteracyÿ|
ÿÿÿ(linear)ÿÿ|ÿÿÿÿÿÿÿÿÿÿ1ÿÿÿÿÿÿÿÿ4.08ÿÿÿÿÿ0.0434
(quadratic)ÿÿ|ÿÿÿÿÿÿÿÿÿÿ1ÿÿÿÿÿÿÿÿ0.18ÿÿÿÿÿ0.6730
ÿÿÿÿ(cubic)ÿÿ|ÿÿÿÿÿÿÿÿÿÿ1ÿÿÿÿÿÿÿÿ0.80ÿÿÿÿÿ0.3701
ÿÿÿÿÿÿJointÿÿ|ÿÿÿÿÿÿÿÿÿÿ3ÿÿÿÿÿÿÿÿ5.16ÿÿÿÿÿ0.1601
------------------------------------------------

.ÿ
.ÿexit

endÿofÿdo-file


.