For my advanced research design course this semester I have been providing code snippets in Stata and R. This is the first time I’ve really sat down and programmed extensively in Stata, and this is a followup to produce some of the same plots and model fit statistics for group based trajectory statistics as this post in R. The code and the simulated data I made to reproduce this analysis can be downloaded here.

First, for my own notes my version of Stata is on a server here at UT Dallas. So I cannot simply go

```
net from http://www.andrew.cmu.edu/user/bjones/traj
net install traj, force
```

to install the group based trajectory code. First I have this set of code in the header of all my do files now

```
*let stata know to search for a new location for stata plug ins
adopath + "C:\Users\axw161530\Documents\Stata_PlugIns"
*to install on your own in the lab it would be
net set ado "C:\Users\axw161530\Documents\Stata_PlugIns"
```

So after running that then I can install the `traj`

command, and Stata will know where to look for it!

Once that is taken care of after setting the working directory, I can simply load in the csv file. Here my first variable was read in as `Ã¯id`

instead of `id`

(I’m thinking because of the encoding in the csv file). So I rename that variable to `id`

.

```
*Load in csv file
import delimited GroupTraj_Sim.csv
*BOM mark makes the id variable weird
rename Ã¯id id
```

Second, the `traj`

model expects the data in wide format (which this data set already is), and has counts in `count_1`

, `count_2`

… `count_10`

. The `traj`

command also wants you to input a time variable though to, which I do not have in this file. So I create a set of `t_`

variables to mimic the counts, going from 1 to 10.

```
*Need to generate a set of time variables to pass to traj, just label 1 to 10
forval i = 1/10 {
generate t_`i' = `i'
}
```

Now we can estimate our group based models, and we get a pretty nice default plot.

```
traj, var(count_*) indep(t_*) model(zip) order(2 2 2) iorder(0)
trajplot
```

Now for absolute model fit statistics, there are the average posterior probabilities, the odds of correct classification, and the observed classification proportion versus the expected classification proportion. Here I made a program that I will surely be ashamed of later (I should not brutalize the data and do all the calculations in matrix), but it works and produces an ugly table to get us these stats.

```
*I made a function to print out summary stats
program summary_table_procTraj
preserve
*now lets look at the average posterior probability
gen Mp = 0
foreach i of varlist _traj_ProbG* {
replace Mp = `i' if `i' > Mp
}
sort _traj_Group
*and the odds of correct classification
by _traj_Group: gen countG = _N
by _traj_Group: egen groupAPP = mean(Mp)
by _traj_Group: gen counter = _n
gen n = groupAPP/(1 - groupAPP)
gen p = countG/ _N
gen d = p/(1-p)
gen occ = n/d
*Estimated proportion for each group
scalar c = 0
gen TotProb = 0
foreach i of varlist _traj_ProbG* {
scalar c = c + 1
quietly summarize `i'
replace TotProb = r(sum)/ _N if _traj_Group == c
}
gen d_pp = TotProb/(1 - TotProb)
gen occ_pp = n/d_pp
*This displays the group number [_traj_~p],
*the count per group (based on the max post prob), [countG]
*the average posterior probability for each group, [groupAPP]
*the odds of correct classification (based on the max post prob group assignment), [occ]
*the odds of correct classification (based on the weighted post. prob), [occ_pp]
*and the observed probability of groups versus the probability [p]
*based on the posterior probabilities [TotProb]
list _traj_Group countG groupAPP occ occ_pp p TotProb if counter == 1
restore
end
```

This should work after any model as long as the naming conventions for the assigned groups are `_traj_Group`

and the posterior probabilities are in the variables `_traj_ProbG*`

. So when you run

`summary_table_procTraj`

You get this ugly table:

| _traj_~p countG groupAPP occ occ_pp p TotProb | |-----------------------------------------------------------------------| 1. | 1 103 .9379318 43.57342 43.60432 .2575 .2573645 | 104. | 2 136 .9607258 47.48513 48.30997 .34 .3361462 | 240. | 3 161 .9935605 229.0413 225.2792 .4025 .4064893 |

The `groupAPP`

are the average posterior probabilities – here you can see they are all quite high. `occ`

is the odds of correct classification, and again they are all quite high. Update: Jeff Ward stated that I should be using the weighted posterior proportions for the OCC calculation, not the proportions based on the max. post. probability (that I should be using `TotProb`

in the above table instead of `p`

). So I have updated to include an additional column, `occ_pp`

based on that suggestion. I will leave `occ`

in though just to keep a paper trail of my mistake.

`p`

is the proportion in each group based on the assignments for the maximum posterior probability, and the `TotProb`

are the expected number based on the sums of the posterior probabilities. `TotProb`

should be the same as in the Group Membership part at the bottom of the `traj`

model. They are close (to 5 decimals), but not exactly the same (and I do not know why that is the case).

Next, to generate a plot of the individual trajectories, I want to reshape the data to long format. I use `preserve`

in case I want to go back to wide format later and estimate more models. If you need to look to see how the `reshape`

command works, type `help reshape`

at the Stata prompt. (Ditto for help on all Stata commands.)

```
preserve
reshape long count_ t_, i(id)
```

To get the behavior I want in the plot, I use a scatter plot but have them connected via `c(L)`

. Then I create small multiples for each trajectory group using the `by()`

option. Before that I slightly jitter the count data, so the lines are not always perfectly overlapped. I make the lines thin and grey — I would also use transparency but Stata graphs do not support this.

```
gen count_jit = count_ + ( 0.2*runiform()-0.1 )
graph twoway scatter count_jit t_, c(L) by(_traj_Group) msize(tiny) mcolor(gray) lwidth(vthin) lcolor(gray)
```

I’m too lazy at the moment to clean up the axis titles and such, but I think this plot of the individual trajectories should always be done. See *Breaking Bad: Two Decades of Life-Course Data Analysis in Criminology, Developmental Psychology, and Beyond* (Erosheva et al., 2014).

While this fit looks good, this is not the correct number of groups given how I simulated the data. I will give those trying to find the right answer a few hints; none of the groups have a higher polynomial than 2, and there is a constant zero inflation for the entire sample, so `iorder(0)`

will be the correct specification for the zero inflation part. If you take a stab at it let me know, I will fill you in on how I generated the simulation.

## mario spiezio

/ April 19, 2018Dear Prof Wheeler, thanks a lot for the code. It is really helpful. I was wondering whether it is possible to use margins after after traj to compute average marginal effects of the covariates included in risk(). Thank you.

## apwheele

/ April 19, 2018I don’t think so, it appears you will need to calculate that effect yourself. I’m not sure exactly how you would do it with the mixture model.

## Dimi

/ May 7, 2018Dear Prof Wheeler,

Thank you for the code.

For my research, I am trying to use the traj plugin for a survival analysis. As I am not a statistician (I am a physician) you can imagine I need a little help.

My initial issue is that, although I do not have missing values in the long format, in the wide format (due to the fact that some patients died during the follow-up) I do. When I run the code, these patients with “missing values” are dropped from the analysis. Do you know how to overcome this problem?

All my best,

Dimi

## apwheele

/ August 13, 2018I am not sure the best way to deal with missing data in such models.

## lori

/ August 12, 2018can you covary outcome group when you have a risk variable?

## apwheele

/ August 13, 2018Not exactly sure what you mean — are you asking about a joint trajectory model with multiple outcomes and predicting probability of being in a particular trajectory?

Also to see various examples you can type

help traj

into Stata and it provides various examples.

## lori

/ August 13, 2018I have an assessment that is completed across 4 different time points – 12, 18, 24, and 36 months. I am putting scores on a different assessment completed at 6 months as a risk variable. Can I also covary outcome group along with this risk marker to control for diagnosis at 36 months – the outcome group)?

## apwheele

/ August 13, 2018I think that would just be something like

traj, var(y1-y4) model(logit) order(2 2 2 2) risk(pre)

if I am understanding correctly. [Sorry if I am not!]

## lori

/ August 13, 2018My formulas is traj, var(abc*) indep(time*) model(cnorm) min(53) max(142) order(3) risk(mu6cmss)

When i try to covary for outcome group at the last time point, I get:

. traj, var(abc*) indep(time*) model(cnorm) min(53) max(142) order(3) risk(mu6cmss) cov(dxgroup)

option cov() not allowed

r(198);

. traj, var(abc*) indep(time*) model(cnorm) min(53) max(142) order(3) risk(mu6cmss) tcov(dxgroup)

The number of variables in tcov1 and var1 must match or be a multiple.

r(198);

var has 4 time points, dxgroup has 1 time point

## apwheele

/ August 13, 2018tcov is for time-varying covariates. If it is not time varying, it can be used to predict what trajectory group a person in likely to be in, but not the shape of the trajectory over time. Not time-varying covariates should probably go in the “risk()” option in most cases then.

What exactly is “dxgroup”?

## lori

/ August 13, 2018dxgroup is the outcome group. We collect data at 12, 18, 24, and 36 months. Then at 36 months, we do a diagnostic check to see if any of our kids end up with a diagnosis of autism. I want to be able to add this into my formula to covariate out any effects of outcome group to check if my predictor variable (an assessment completed at 6 months of age) can predict trajectory membership above and beyond outcome group.

## apwheele

/ August 13, 2018Given that description your formula should be:

traj, var(abc*) indep(time*) model(cnorm) min(53) max(142) order(3) risk(mu6cmss dxgroup)

with only one group though this is probably not identified. So you will need to change it to something like:

“order(2 2)” for two trajectory groups or

“order(2 2 2)” for three trajectory groups etc.

(With only four time points I would not do a cubic, about the best you can do is a quadratic).

## lori

/ August 13, 2018If you have two risk variables, does it matter what order you put them in, because if i put the 6 month assessment first followed by dxgroup, i get different information.

## apwheele

/ August 13, 2018If you mean should

“risk(mu6cmss dxgroup)”

give a different result than

“risk(dxgroup mu6cmss)”

it should not. One caveat is that the labelling of the trajectory groups is arbitrary, so they could in theory converge to the same estimates, but different groups get different labels (and subsequently the coefficients predicting trajectory membership may then be altered).

Given that the mixture models have difficulty converging that could also be a culprit as well.

This is a bit awkward to give so many comments, just send me an email and it will be easier for me to respond.

## Yong Kyu Lee

/ August 16, 2018Thank you for the thorough review.

I had a great help from it.

I usually use SAS, so I am not familiar with STATA, but by some political reason I have to do GBTM in STATA.

And I am wondering a way to get a file, as in ‘SAS ods output’, of the result of this GBTM which is ID and designated group by posterior probability.

## apwheele

/ August 17, 2018You can just save the results to a csv file. After you run the traj command, something like:

********************

preserve

keep ID _traj*

outsheet using “TrajResults.csv:, replace comma

restore

********************

## Risha Gidwani-Marszowski

/ July 18, 2019Thanks so much for this very helpful walkthrough.

I am running the following code with the -traj- program in Stata looking at monthly cost trajectories. Here, t_1-t_12 represent 12 months:

*********************************************************************************************

traj, var(total_cost*) indep(t_*) model(cnorm) min(0) max(748938.3) order (2 2 2)

**********************************************************************************************

I get the following error:

“total_cost2 is not within min1 = 0 and max1 = 748938.3”

The problem is, the maximum value for total_cost2 is actually $748,938.3. So the error doesn’t make sense to me. If I increase the max to 748938.4, I get another error of “unrecognized command.”

Question: How can I avoid getting the top error?

I tried making the “min” and “max” values that exceed the range of the actual cost values in the entire 12-month dataset and that didn’t work.

I tried specifying min(0) and min1…min(12), with the values for min 1…12 being the actual maximum values in the dataset for those months, and got an error for max(7), suggesting I cannot specify past max(6).

## apwheele

/ July 22, 2019Sorry for the late approval — vacation last week! I am not sure about that error, the code looks correct to me.

If it is too large of numbers for whatever reason, you can divide by all the dependent variables by a constant (e.g. divide by 10,000). If that does not work I might send Bobby Jones an email with your data and a reproducible example and see if he can give any advice.

## A.Carlsen

/ September 11, 2019I have the exact same problem. Did you find a solution to the problem?

## Heine Strand

/ August 9, 2019Hi,

I wonder about the BIC and AIC stats in traj and how to decide the number of groups and slopes based on them. We run a model where we follow dementia patients’ cognition over 8 years. A model with two groups with zero slope provided this stats:

0,0: BIC= -3980.05 (N=1554) BIC= -3977.56 (N=449) AIC= -3969.35 ll= -3965.35

While the more reasonable model would be 2 groups with (1,1) or (2,2). For the former, the stats are:

1,1: BIC= -3679.76 (N=1554) BIC= -3676.04 (N=449) AIC= -3663.72 ll= -3657.72

As I understand, lower BIC and AIC values are preferable. Here the 0,0 model has lowest BIC (-3977.56) compared to the 1,1 model (-3676.04), and thereby the model to be preferred? This goes against our expectation of the progression, and the trajplot cleary suggest the 1,1 model to give a better fit. Should we pick the model with smallest absolute BIC/AIC? I see several authors have used this strategy, even if the literature seems to suggest that lowest values are best:

https://stats.stackexchange.com/questions/84076/negative-values-for-aic-in-general-mixed-model.

Can you help us?

## apwheele

/ August 9, 2019Yeah it is confusing, most people report AIC/BIC in positive numbers, so a lower value is better fit. Nagin and company always report it the opposite in their software with negative BIC/AIC values, so a higher value (closer to zero) is better.

I’ve never sat down and figured out why different folks do it differently!

So your perceptions match up with your results.

## Heine Strand

/ August 9, 2019Thanks, really reassuring! Saved my day 🙂

## Hyeonmi

/ September 18, 2019Thanks for your posting. For comparing the results, how can I get a Relative Entropy?

## apwheele

/ September 19, 2019I haven’t seen reference to that one in this context — that would be looking at say if you did a mixture of 3 groups vs a mixture of 4 groups? Or are you asking something different?

## Viviane

/ September 26, 2019Hi Andrew,

Thanks a lot for your helpful post!

I wonder if the do.file above to generate [groupAPP occ TotProb , etc] can be also applied straightly for logistic models (binary variables) – without any modification.

Many thanks in advance,

Viviane Straatmann

## apwheele

/ September 26, 2019It takes advantage of standardized variable names post the traj command. In particular _traj_ProbG* stores the posterior probabilities for each mixture, and _traj_Group stores a integer label for each group.

So if you say you did something like below I think it will work:

****************************

logit y x

predict _traj_ProbG1

gen _traj_ProbG2 = 1 – _traj_ProbG1

gen _traj_Group = (_traj_ProbG1 < 0.5) + 1

summary_table_procTraj

****************************

Where group 1 is the positive class, and group 2 is the 0 class. I haven't given any thought though as to whether this makes sense in this context.

## Viviane

/ September 27, 2019Thanks for replying!

I’m using the command below to generate the groups (i’m still working on decisions of trajectory shapes and number of groups):

traj, model(logit) var(poverty_5-poverty_18) indep(year_1-year_5) order(1 1 1)

From this I get the _traj_Group _traj_ProbG1 _traj_ProbG2 _traj_ProbG3, and then I am running your do.file (below), that seems to be working fine.

However, I wanna check with you if the calculation used in your program (tested in your example above with a zip model) also works in a logit model.

program summary_table_procTraj_VSS2

preserve

*now lets look at the average posterior probability

gen Mp = 0

foreach i of varlist _traj_ProbG* {

replace Mp = `i’ if `i’ > Mp

}

sort _traj_Group

*and the odds of correct classification

by _traj_Group: gen countG = _N

by _traj_Group: egen groupAPP = mean(Mp)

by _traj_Group: gen counter = _n

gen n = groupAPP/(1 – groupAPP)

gen p = countG/ _N

gen d = p/(1-p)

gen occ = n/d

*Estimated proportion for each group

scalar c = 0

gen TotProb = 0

foreach i of varlist _traj_ProbG* {

scalar c = c + 1

quietly summarize `i’

replace TotProb = r(sum)/ _N if _traj_Group == c

}

gen d_pp = TotProb/(1 – TotProb)

gen occ_pp = n/d_pp

*This displays the group number [_traj_~p],

*the count per group (based on the max post prob), [countG]

*the average posterior probability for each group, [groupAPP]

*the odds of correct classification (based on the max post prob group assignment), [occ]

*the odds of correct classification (based on the weighted post. prob), [occ_pp]

*and the observed probability of groups versus the probability [p]

*based on the posterior probabilities [TotProb]

list _traj_Group countG groupAPP occ occ_pp p TotProb if counter == 1

restore

end

summary_table_procTraj_VSS2

Thanks again for you support!

Kind regards,

Viviane

## apwheele

/ September 27, 2019Sorry I misinterpreted — yes it works the same no matter what the link function for the outcome you are using is. Those stats are all about the latent classes/mixtures, they aren’t tied directly the what the nature of the outcome is.

## Viviane

/ September 29, 2019Many thanks, Andrew! 🙂

## sylvia

/ November 7, 2019Dear Prof Wheeler,

Thanks for this post. It is very helpful.

I have a question about starting values for maximum likelihood estimation in stata?

Also, how do I estimate entropy?

Thanks.

## apwheele

/ November 7, 2019Sorry, won’t be able to help on that end so much. The help has an example of providing starting values. Had another person ask about Entropy — not sure exactly what that means in this context (so if I had an example could likely show how to program it, but need something to go off of).

## Priscila

/ November 18, 2019Dear Prof Wheeler. Thank you very much for this post. It was very useful!

I’m working on a 6 points time trajectories with missing data in 5 of them. I’ve heard that traj command can automatically account for the missings but after I ran the analysis (traj command plus your commands for absolute model fit), I realized that something must be wrong. The TotProb is totally different from the p, I´ve also realized that Totprob corresponds exactly to the proportions in the plot (graph), and the p values are identical to those I get from “tab traj_group”. My concern is that that the proportions plotted are totally different from those for traj_group. Do you have any idea why this is happening? Do I have to specify something relating to missings? Thank you very much!

## apwheele

/ November 18, 2019That isn’t per se a problem with missing data. “p” is the assignment based on the maximum posterior probability, whereas TotProb is based on the weights assigned for each group. Them not being close suggests a potential problem with absolute fit of the model.

I haven’t personally had a problem with that situation. It may be you have groups that are very similar, so are often near 50% in their group assignment. So in my table if the “GroupAPP” is very low that would also be a sign. So it may mean you need fewer groups I would guess.

## Fanz

/ November 26, 2019Hi Prof Wheeler,

I am using the GBTM for the analysis and I’ve found the optimal number of four trajectories, all with a three-order polynomial. I plotted the graph and I am wondering how I could smooth the graph.

Thanks.

## apwheele

/ November 26, 2019I don’t understand — the graphs should be pretty smooth already! (Four cubic functions)

## Priscila Weber

/ February 18, 2020Hi Professor Wheeler!

I want to use weighted multinomial logistic regression (weights based on posterior probabilities). I know it has been done with latent class analysis which gives you the probabilities at an individual level. Do you know how I can do it with GBTM? I haven’t found the commands in Stata, so I have no idea how to include the weights in the regression! Thank you very much for your attention and shared knowledge

## apwheele

/ February 18, 2020Not 100% sure what you mean — you mean you want to predict the probability of belonging to a latent class based on time-invariant characteristics? (Or something else?)

## Priscila Weber

/ February 19, 2020Somenthing Else! I already have my trajectories (wheezing trajectories) and also the posterior probabilities of assignment for each group. Now I want to investigate the associations of these trajectories with early risk factors using multinomial logistic regression. However I would like to weight these analyses with the posterior probabilities. It seems that researches are doing this as a way to “account” for uncertainty of assignment. Just to be more “accurate”. It seems that is possible to do it, cause I’ve read it in a paper, but I couldnt find a way to include the weights in the regression! Thank you so much!

## apwheele

/ February 22, 2020I am pretty sure you are talking about a model to say why a particular row belongs to a latent group. Check out the “Time-Stable Covariates” section in this document, https://ssrc.indiana.edu/doc/wimdocs/2013-03-29_nagin_trajectory_stata-plugin-info.pdf.

You put in your early risk factors into the “risk(x1 x2 )” part of the function.