# Re: st: Clogg, Petkova, and Haritou (1995)

 From David Jacobs To statalist@hsphsun2.harvard.edu Subject Re: st: Clogg, Petkova, and Haritou (1995) Date Tue, 30 May 2006 15:16:47 -0400

There's a new procedure in Stata 9 that allows for model tests for differences in coefficients across completely separate models.

See the Stata command "suest". I recall that in the write up in the manual, the Stata guru's reference the Clogg piece.

Dave Jacobs

At 02:59 PM 5/30/2006, you wrote:

Many thanks. It turns out that the procedure is different for discrete outcomes (see section V in the article). Does anyone have code for that? Here is the full citation for the Clogg et al. article:

Clogg, Clifford C., Eva Petkova, and Adamantios Haritou. 1995. Statistical Methods for Comparing Regression Coefficients between Models. American Journal of Sociology 100:1261-93.

Rob

At 03:06 AM 5/30/2006, you wrote:

--- Rob Baller wrote:
> I would like to compare coefficients, on the same independent
> variable, between two nested models. For example, I want to know if the b2
> coefficients shown below are significantly different from each other:
>
> y = b1x1 + b2x2
> y = b1x1 + b2x2 + b3x3
>
> The routines described by Clogg, Petkova, and Haritou (1995) AJS are what I
> want to implement.

Rob:
I am not familiar with this method, but a quick look at the
article shows that their method uses only quantities that
-regress- returns after you estimate a model, so you can
easily do it yourself, like the example below:
HTH,
Maarten

*---------- begin example ----------
sysuse auto, clear
reg price mpg
scalar b = _b[mpg]
scalar vb = _se[mpg]^2
scalar ve = e(rmse)^2

reg price mpg foreign
scalar d = scalar(b)-_b[mpg]
scalar se = sqrt(_se[mpg]^2-scalar(vb)*e(rmse)^2/scalar(ve))
di scalar(d)
di scalar(se)
*------------ end example -----------

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

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