Sunday, September 26, 2021

Using margins, test, and lincom to test hypothesis that two predictive values are equal

Hi,
I'm trying to do something that should be easy but I'm not certain I am doing it/interpreting the output the correct way.

My basic model is a mixed level model and I am interested in the independent variables AC, CP, and their interaction. Specifically, I am predicting that CP will be a significant predictor of DV when AC is low, but that CP will become irrelevant when AC is high.

Thus, I run the following:

Code:
mixed DV X Y AC##CP || Country: || ParticipantID:

(deleted since question is about the next step)

 margins, at( AC=(1 7) CP=(40 70)    ) post



Predictive margins                              Number of obs     =      7,243

Expression   : Linear prediction, fixed portion, predict()

1._at        : AC              =           1
                   CP              =          40

2._at        : AC              =           1
                  CP               =          70

3._at        : AC              =           6
                CP                 =          40

4._at        : AC              =          6
                 CP                  =          70

------------------------------------------------------------------------------
             |            Delta-method
             |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         _at |
          1  |  -.0126381   .1316229    -0.10   0.924    -.2706142    .2453381
          2  |   .0034672   .1128805     0.03   0.975    -.2177744    .2247088
          3  |  -.0421888   .1166925    -0.36   0.718    -.2709019    .1865243
          4  |  -.0267793   .1119971    -0.24   0.811    -.2462896    .1927309
------------------------------------------------------------------------------


 test 3._at=4._at

 ( 1)  3._at - 4._at = 0

           chi2(  1) =    0.01
         Prob > chi2 =    0.9072


. lincom 3._at - 4._at

 ( 1)  3._at - 4._at = 0

------------------------------------------------------------------------------
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         (1) |  -.0154094   .1321867    -0.12   0.907    -.2744906    .2436717
------------------------------------------------------------------------------




In case it is relevant:

sum AC CP

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
          AC |     18,887    4.062194    1.136002          1          6
          CP |     23,302    57.39825    15.30319         25         88

So my questions:

First, am I correct in interpreting the test and lincom results to say that the probability that the predictive values for 3._at and 4._at are not equal to one another is (1-.907=.093)? In other words, if we consider the null hypothesis to be that 3._at is not equal to 4._at, then the p-value of the test would be .093?

Second, is there a better way to test the hypothesis that the importance of the CP interactive term declines to zero with an increase in AC?

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