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st: -gologit2- and testing the difference between coefficients


From   "Herve STOLOWY" <stolowy@hec.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: -gologit2- and testing the difference between coefficients
Date   Thu, 29 Mar 2007 15:18:35 +0200

Dear Statalisters:

I use the -gologit2- command (downloadable from ssc). Here is my syntax:

xi, prefix(): gologit2 format size1 auditor_d standards_d for_list sales_int instit_for lev2  i.gics4, v1 nolabel

The dependent variable, format is coded 0, 1 or 2. I get two equations and, consequnetly, two panels of results.

I would like to know if is possible to test, for a given variable, if the two coefficients in each equation are different from one another? To be clearer, I have the variable sales_int. In panel 1, the coefficient is 1.314. In panel 2, the coefficient for the same variable is 1.913. Both are significant at the 0.10 level. Is there a way to test that 1.314 is statistically different from 1.913?

Best regards

Hervé Stolowy

***********************************************************
Professeur/Professor
HEC Paris
Département Comptabilité Contrôle de gestion / Dept of Accounting and Management Control
1, rue de la Liberation
78351 - Jouy-en-Josas
France
Tel: +33 1 39 67 94 42 - Fax: +33 1 39 67 70 86
mail: stolowy at hec dot fr
web: http://studies.hec.fr/web/stolowy

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