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RE: st: Test of coefficient equality


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Test of coefficient equality
Date   Fri, 05 Mar 2004 08:37:29 -0500

At 01:58 PM 3/5/2004 +0100, Dimova, Ralitza wrote:
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.
Multinomial logit models always make my head hurt because of all the equations and coefficients floating around! To see how to approach such a problem when regular OLS regression is appropriate, you can see my handout at

http://www.nd.edu/~rwilliam/xsoc593/lectures/l11b.pdf

UCLA has a similar (possibly better) handout at

http://www.ats.ucla.edu/stat/stata/faq/compreg3.htm

The sequence of models I would estimate would be something like

1. Totally constrained, i.e. no differences across years. Y is IV, X is DV
2. Model 1 + dummy variables for year. Allows intercept to differ across years but not slopes
3. Model 2 + interaction terms. Allows both intercepts and slopes to differ across years.

I'll think about how exactly to adapt this to the mlogit case (I need to do this for an upcoming handout anyway!) and write back, if somebody doesn't beat me to it. (You could probably do it the exact same way as in these handouts, substituting -mlogit- for -regress-; but the -test- command is not the optimal way to do things for stuff like logistic regression.)


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Richard Williams, Notre Dame Dept of Sociology
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