Different outcomes
Example 6.4 of Mize, Doan, and Long (2019)
The same predictors can have different effects on different outcomes. Here two negative binomial models predict days of poor mental health and days of poor physical health from the same set of variables, and mecompare tests whether each predictor matters more for one outcome than the other. With no variable listed before the comma, mecompare computes marginal effects for every predictor in the models.
use "https://tdmize.github.io/data/data/gss_cme", clear(gss_cme.dta | GSS 1972 - 2016 Weighted | 2018-07-10)drop if missing(mntlhlth, physhlth, woman, married, age, faminc, race, college, parent, reltrad)(57,404 observations deleted)
. quietly nbreg mntlhlth i.woman i.married i.parent i.college c.age faminc i.race i.year, vce(robust
)
estimates store mental. quietly nbreg physhlth i.woman i.married i.parent i.college c.age faminc i.race i.year, vce(robust
)
estimates store physicalFor the count models the marginal effects are changes in the predicted rate (expected number of days). Continuous predictors are changed by one standard deviation:
mecompare, models(mental physical) amount(sd)Predicting: Predicted mean of mntlhlth (mental), Predicted mean of physhlth (physical)
Marginal effects and cross-model differences (N_mental=5062) (N_physical=5062)
| ME # Estimate Robust SE P>|z|
---------------------------------+---------------------------------------
woman |
Women - Men |
mental | 1 0.993 0.208 0.000
physical | 2 0.773 0.174 0.000
Difference | 3 0.220 0.229 0.337
---------------------------------+---------------------------------------
married |
Married - Not Married |
mental | 4 -1.010 0.230 0.000
physical | 5 -0.159 0.192 0.408
Difference | 6 -0.851 0.250 0.001
---------------------------------+---------------------------------------
parent |
Parent - No Children |
mental | 7 0.274 0.248 0.268
physical | 8 -0.269 0.219 0.218
Difference | 9 0.543 0.274 0.048
---------------------------------+---------------------------------------
college |
College Deg - No Col Deg |
mental | 10 -0.879 0.229 0.000
physical | 11 -0.542 0.189 0.004
Difference | 12 -0.337 0.254 0.184
---------------------------------+---------------------------------------
age + SD (centered) |
mental | 13 -0.496 0.124 0.000
physical | 14 0.450 0.099 0.000
Difference | 15 -0.946 0.133 0.000
---------------------------------+---------------------------------------
faminc + SD (centered) |
mental | 16 -0.476 0.135 0.000
physical | 17 -0.413 0.120 0.001
Difference | 18 -0.063 0.154 0.682
---------------------------------+---------------------------------------
race |
black - white |
mental | 19 -1.016 0.258 0.000
physical | 20 -0.531 0.217 0.015
Difference | 21 -0.485 0.279 0.083
other - white |
mental | 22 -0.438 0.356 0.219
physical | 23 0.145 0.343 0.672
Difference | 24 -0.583 0.385 0.130
---------------------------------+---------------------------------------
year |
2006 - 2002 |
mental | 25 -0.944 0.270 0.000
physical | 26 -0.292 0.225 0.194
Difference | 27 -0.652 0.298 0.029
2010 - 2002 |
mental | 28 -0.068 0.318 0.832
physical | 29 0.323 0.261 0.215
Difference | 30 -0.391 0.355 0.271
2014 - 2002 |
mental | 31 -0.582 0.302 0.054
physical | 32 -0.229 0.245 0.351
Difference | 33 -0.353 0.324 0.275Women report more poor physical health days, and more poor mental health days, than do men. The effect of gender is similar in size and not statistically significantly different across the two outcomes.
Married individuals report fewer poor mental health days than do the unmarried. Marriage has no significant effect on poor physical health days. The cross-model difference is significant, indicating a larger effect of marriage on mental than
Back to top