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st: How to compare coefficients between two samples in conditional logistic regression


From   =?ks_c_5601-1987?B?wbbAr7iuKFl1cmkgSm8p?= <blackjo@business.kaist.ac.kr>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: How to compare coefficients between two samples in conditional logistic regression
Date   Thu, 30 Aug 2007 11:49:06 +0900

My model is conditional logit with alternative-specific constants (i.e., alternative dummies) based on McFadden's choice model.
 
clogit y a1-a16 x1 x2 x3, group(id)
 
I performed the above model for two different samples and want to compare the difference of coefficients between two samples.
I made the interaction terms of all independent variables(a1-a16, x1, x2, x3) with group dummy(t) and run the test for pooled sample like following.
 
clogit y a1-a16 a1Xt-a16Xt x1 x2 x3 x1Xt x2Xt x3Xt, group(id)
 
Is this a right way? I am not sure if this well-known method is also appropriate to conditional logit model.
 
Furthermore, the above model does not work (STATA is shut down).
I guess that this problem is probably caused by the fact that I included alternative-specific constants.
 
Please, help me, someone.....
 
 
Yuri Jo

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