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Re: st: -gologit2- and testing the difference between coefficients


From   Sara Mottram <s.mottram@cphc.keele.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -gologit2- and testing the difference between coefficients
Date   Thu, 29 Mar 2007 14:23:09 +0100

Dear Herve,

If I understand you correctly, you are fitting a generalised ordered logit model (i.e. a partial proportional odds model with all variables non-proportional) and you want to test whether you can assume proportional odds for your independent variable sales_int.
To do this, I think you need to drop the option v1 to allow proportional odds for some variables. You can then assess the need for one or two coefficients in for each independent variable using the option autofit or through likelihood ratio tests with lrtest.
Richard Williams who wrote this program has a great website, on which he has a paper on -gologit2- from the Stata Journal. You should definitely check this out. http://www.nd.edu/~rwilliam/gologit2/index.html

Hope this helps.
Sara

Herve STOLOWY wrote:

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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Sara Mottram
Research Assistant: Biostatistics
Primary Care Musculoskeletal Research Centre
Primary Care Sciences
Keele University
Staffordshire, ST5 5BG
Tel: 01782 584711
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