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st: RE: comparing logit coefficients


From   "Hoetker, Glenn" <ghoetker@uiuc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: comparing logit coefficients
Date   Wed, 25 Aug 2004 08:55:14 -0500

with "$ML_y1", noting the capitalization, it should run.
       In passing, I have a working paper that uses Monte Carlo
simulations to test the power of Allison's method and several
alternative means to test equality of coefficients across groups in
logit equations.  If you are interested, the paper, "Confounded
coefficients..." can be found in the Working Papers section of my
website, http://www.business.uiuc.edu/ghoetker.  Comments welcome of
course.
       Best.
       Glenn
       
       
       Glenn Hoetker
       Assistant Professor of Strategy
       College of Business
       University of Illinois at Urbana-Champaign
       217-265-4081
       ghoetker@uiuc.edu
       
       -----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jeremy
Reynolds
Sent: Wednesday, August 25, 2004 8:31 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: comparing logit coefficients
       
       In 1999, Paul Allison published a paper in Sociological Methods &

       Research (vol. 28 issue 2 pages 186-208) about comparing logit 
       coefficients across models.  I am trying to use the Stata code
that he 
       included in the paper's appendix (see below).  In particular, I
want to 
       compare coefficients for two logistic regression models, one with
men 
       and one with women, but I can't get the code to run properly.
       
       Stata 8 seems to understand and define the program below, but the
ml 
       maximize statement does not run, and it produces the following
error: 
       "*__00000S invalid name ".  I've checked and double-checked the
program 
       and my modified version of the model statement in the belief that
I have 
       simply typed something wrong, but I can't seem to figure out
where the 
       problem is.
       
       Has anyone used Allison's program successfully?  Any idea why the
code 
       below does not run?
       Maybe my problem is with the maximize statement and not the
program?
       
       Thanks,
       
       Jeremy
       
       --Below I have listed the Stata code and comments from the
appendix--
       
       program define glogit
       version 6
       args lnf theta delta
       quietly replace 
       `lnf'=$ml_y1*`theta'*(1+`delta')-ln(1+exp(`theta'*(1+`delta')))
       end
       
       ml model lf glogit (prom = undgrd arts dur dur2 prest female)
(delta: 
       female,nocons)
       ml maximize
       
       The commands bracketed by PROGRAM and END define the estimation
problem 
       in a general way. These commands can be saved in a DO file and
used for 
       any data set or particular set of variables in the model. In the
ML 
       MODEL command, LF specifies the optimization algorithm and GLOGIT
refers 
       to the name of the program defined earlier.
       
       -------------------------
       
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