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  • marginsplots resulting from mimrgns do not align with mlincom results, mlogit with interaction.

    I am running the following code to predict gender X education differences in work using multiply imputed data with importance weights. I am working in a restricted VDE and cannot include the output or exact code, but this is close.

    mi estimate, saving(miestfile) esample(esample0): mlogit work i.female##i.education [iweight=weight], base(2) vce(cluster pid)

    est store edfem

    mimrgns using miestfile, esample(esample0) at(education(0(1)3)) over(female) predict(outcome(1)) cmdmargins

    marginsplot
    *this produces results indicating no gender gap in the role of education for outcome 1 among those with a college degree. IE, the confidence intervals from the predicted probabilities overlap across gender when predicting outcome 1.

    Following Mize, I then use spost13 (specifically, mlincom) to calculate the AMEs and contrasts for my interaction.

    est restore edfem
    mimrgns using miestfile, esample(esample0), at(education(0(1)3)) over(female) predict(outcome1)) post

    mlincom, clear

    qui mlincom 1, stat(est se p) add rowname (label)
    ... continues through to row 8

    qui mlincom 2-1 stat(est se p) add rowname (label)
    ... continues through to 8-7

    mlincom, title(gender gap in education, outcome 1)


    qui mlincom (4-3) - (2-1), stat(est se p) addrowname(label)

    mlincom, title (gender gaps and contrasts, outcome 1)
    .. continues through (6-5) -(8-7)


    this produces predicted probabilities that match the mimrgns results. Specifically, men and women have overlapping CIs in their likelihood to report outcome 1 if they have a college degree:

    men: .26 +/- .033
    women: .21 +/- .035

    The issue is that the gender gap (AME) reported in mlincom is statistically significant (gender gap = .05, se = .025, p=.03). Neither the predicted probabilities + CIs in mlincom nor the predicted probabilities + CIs from mimrgns support this. I even hand calculated the CIs and they overlap. I have also tried solutions from other threads (transform_margins does not work with mlogit, and this code from a previous thread aligns with the CIs I am already getting:

    matrix rtable = r(table)
    matrix rtable = (rtable[1..2, 1...]\ rtable[5..6, 1...])'

    _marg_save , saving(mimrgns_results, double)

    use mimrgns_results, clear
    list _margin _se _ci_lb _ci_ub , noobs separator(0)


    Am I missing something? Is the standard error for the *gender gap/AME* calculated in a way that the confidence intervals for each gender are not necessarily aligned with the significance value of the AME? Any advice is appreciated and I apologize that I cannot include output.






  • #2
    The fact that the confidence intervals overlap is not at all inconsistent with the difference being statistically significant. While it is true that if the confidence intervals don't overlap the difference is always statistically significant, the inverse assumption that you have made, is, in general false. The overlap of the confidence intervals tells you nothing, either way, about the statistical significance of the difference.

    There are many references available about this. See misinterpretation #21 in https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4877414/.

    Comment


    • #3
      I am thrilled there is a straightforward explanation. Thank you so much.

      Comment

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