Question: can one determine if there are statistically significant differences in predicted probabilities after mlogit? I found some code after a cmclogit example (and adjusted it a bit) so am not sure if it works for mlogit.
1. For the code below, does the (2 vs 1, p<0.001) for example tell us if expected probability of being F (outcome =1) is statistically significantly higher in year 2 v year 1?
Code:
. margins, at(year = (2008(1)2013)) predict(outcome(1)) contrast(atcontrast(ar) nowald effects) Contrasts of adjusted predictions Model VCE : Robust Expression : Pr(gender_n==Female), predict(outcome(1)) 1._at : year = 2008 2._at : year = 2009 3._at : year = 2010 4._at : year = 2011 5._at : year = 2012 6._at : year = 2013 ------------------------------------------------------------------------------ | Delta-method | Contrast Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- _at | (2 vs 1) | .0103146 .0015862 6.50 0.000 .0072056 .0134235 (3 vs 2) | .0106397 .001709 6.23 0.000 .0072901 .0139892 (4 vs 3) | .0109603 .0018311 5.99 0.000 .0073715 .0145491 (5 vs 4) | .0112751 .0019515 5.78 0.000 .0074503 .0150999 (6 vs 5) | .0115829 .0020691 5.60 0.000 .0075275 .0156383 ------------------------------------------------------------------------------
Code:
. margins, at(year=2013) outcome((1 2)) contrast(outcomecontrast(r) nowald effects)
Code for original model below, FYI.
Code:
. mlogit gender_n year, rrr vce(cluster person) Iteration 0: log pseudolikelihood = -14352.761 Iteration 1: log pseudolikelihood = -14333.167 Iteration 2: log pseudolikelihood = -14333.146 Iteration 3: log pseudolikelihood = -14333.146 Multinomial logistic regression Number of obs = 17,035 Wald chi2(2) = 51.85 Prob > chi2 = 0.0000 Log pseudolikelihood = -14333.146 Pseudo R2 = 0.0014 (Std. Err. adjusted for 8,124 clusters in person) ------------------------------------------------------------------------------ | Robust gender_n | RRR Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- Female | year | 1.056973 .0110526 5.30 0.000 1.035531 1.078859 _cons | 1.44e-49 3.02e-48 -5.35 0.000 1.83e-67 1.12e-31 -------------+---------------------------------------------------------------- Male | (base outcome) -------------+---------------------------------------------------------------- U | year | .952431 .0124788 -3.72 0.000 .9282843 .9772059 _cons | 5.53e+41 1.46e+43 3.65 0.000 2.14e+19 1.43e+64 ------------------------------------------------------------------------------ Note: _cons estimates baseline relative risk for each outcome.
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