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RE: st: Test of coefficient equality


From   "Dimova, Ralitza" <Ralitza.Dimova@econ.kuleuven.ac.be>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Test of coefficient equality
Date   Fri, 5 Mar 2004 13:58:43 +0100

Thanks for the quick response. Yes, I have THREE INDEPENDENT SAMPLES for 1995, 1997 and 2001. But for TWO of them (1995 and 1997) SOME of the people are common, so I can also create a quasi panel just for those two years. Right now I am trying to use all three independent samples, so it would be useful for me to know how to do the testing with the time trend that you had proposed. But it won't hurt to know also whether something similar can be done over the quasi-panel. THANKS A LOT. I'll be looking forward to hearing from you. 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Richard
Williams
Sent: Friday, March 05, 2004 12:25 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Test of coefficient equality


At 10:04 AM 3/5/2004 +0100, you wrote:
>Hi. This is probably a very silly question, but better ask than struggle! 
>Is there any way I can compare the coefficients from Multinomial logits 
>over time? The situation is as follows. I am running a multinomial logit 
>over choices A, B,C and D on data drawn from random samples in year1 and 
>year2. How can I compare whether the effect of variable X on say choice A 
>between years 1 and 2 has changed significantly? Thanks. Ralitza

To clarify, are these two independent samples, or is it the same people 
interviewed twice?  If independent samples, then I think it is a fairly 
straightforward matter of setting up and testing interactions with time; 
but before trying to work through it, why don't you clarify first.

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