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


From   "Kristin J. Kleinjans" <kkleinjans@econ.dk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: -gologit2- and testing the difference between coefficients
Date   Thu, 29 Mar 2007 15:35:26 +0200 (CEST)

Hi Herve,
There is no need to drop the v1 option, just use autofit.
You should definetely check out Richard William's website, it is terrific
-he has a lot of helpful information on there.

Best,
Kristin




> 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
> Fax:  01782 583911
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/


Kristin J. Kleinjans
University of Aarhus
School of Economics and Management
Building 322
8000 Aarhus C
Denmark
Phone: +45 8942 1624
E-mail: kkleinjans@econ.au.dk
Website: www.econ.au.dk/vip_htm/kkleinjans/Default.htm


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