I am running a parametric survival model with a lognormal distribution. My dataset is a firm-year panel. Firms are observed every year from inception until either they experience the event (coded as 1) or the time window of the study ends (coded as 0).
I am interested to estimate average margins effects at the means (MEMs) for my independent variable which is a categorical variable (firm location) assuming 3 potential values (0=urban; 1=suburban; 2=rural) on the dependent one (firm survival). I also have a time-variant control in my model. I obtain the following results from my analysis:
Code:
. streg control1 i.firm_location,vce(robust) d(lognormal) time failure _d: failed1 == 1 analysis time _t: (year-origin) origin: time cohort id: FAD_F_Id Fitting constant-only model: Iteration 0: log pseudolikelihood = -16363.037 Iteration 1: log pseudolikelihood = -15818.866 Iteration 2: log pseudolikelihood = -15780.064 Iteration 3: log pseudolikelihood = -15779.955 Iteration 4: log pseudolikelihood = -15779.955 Fitting full model: Iteration 0: log pseudolikelihood = -15779.955 Iteration 1: log pseudolikelihood = -15711.05 Iteration 2: log pseudolikelihood = -15710.045 Iteration 3: log pseudolikelihood = -15710.045 Lognormal AFT regression No. of subjects = 11,773 Number of obs = 50,000 No. of failures = 8,559 Time at risk = 50000 Wald chi2(3) = 105.31 Log pseudolikelihood = -15710.045 Prob > chi2 = 0.0000 (Std. Err. adjusted for 11,773 clusters in FAD_F_Id) ------------------------------------------------------------------------------- | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] --------------+---------------------------------------------------------------- control1 | .1205071 .0173318 6.95 0.000 .0865374 .1544769 | firm_location | suburban | -.1840696 .0359398 -5.12 0.000 -.2545103 -.1136288 rural | .1961607 .0793339 2.47 0.013 .0406691 .3516523 | _cons | 1.34495 .040215 33.44 0.000 1.26613 1.42377 --------------+---------------------------------------------------------------- /lnsigma | .0567524 .0062428 9.09 0.000 .0445167 .0689882 --------------+---------------------------------------------------------------- sigma | 1.058394 .0066074 1.045522 1.071424 ------------------------------------------------------------------------------- . . margins firm_location, atmeans Adjusted predictions Number of obs = 50,000 Model VCE : Robust Expression : Predicted median _t, predict() at : control1 = 1.24962 (mean) 0.firm_loc~n = .10254 (mean) 1.firm_loc~n = .86862 (mean) 2.firm_loc~n = .02884 (mean) ------------------------------------------------------------------------------- | Delta-method | Margin Std. Err. z P>|z| [95% Conf. Interval] --------------+---------------------------------------------------------------- firm_location | urban | 4.461736 .154031 28.97 0.000 4.15984 4.763631 suburban | 3.711619 .0426361 87.05 0.000 3.628054 3.795185 rural | 5.428694 .3888111 13.96 0.000 4.666638 6.190749 ------------------------------------------------------------------------------- . . margins r.firm_location, atmeans Contrasts of adjusted predictions Number of obs = 50,000 Model VCE : Robust Expression : Predicted median _t, predict() at : control1 = 1.24962 (mean) 0.firm_loc~n = .10254 (mean) 1.firm_loc~n = .86862 (mean) 2.firm_loc~n = .02884 (mean) -------------------------------------------------------- | df chi2 P>chi2 ---------------------+---------------------------------- firm_location | (suburban vs urban) | 1 22.50 0.0000 (rural vs urban) | 1 5.37 0.0205 Joint | 2 40.78 0.0000 -------------------------------------------------------- ---------------------------------------------------------------------- | Delta-method | Contrast Std. Err. [95% Conf. Interval] ---------------------+------------------------------------------------ firm_location | (suburban vs urban) | -.7501162 .1581513 -1.060087 -.4401454 (rural vs urban) | .966958 .4174105 .1488485 1.785068 ----------------------------------------------------------------------
the median survival time for suburban firms, compared with urban firms, is, on average, 75 percentage points lower. Conversely, the median survival time for rural firms, compared with urban firms, is, on average, 97 percentage points higher.
I would also be interested to provide what I believe to be a more straightforward interpretation using the results from the adjusted predictions. I would do so in the following way:
on average, the median survival time of suburban firms is 17% lower than the one of urban firms. Conversely, the median survival time of rural firms is 22% higher than the one of urban firms.
Would you agree with these interpretations?
Thanks in advance,
Giuseppe
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