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Re: st: testparm


From   "Chiara Mussida" <cmussida@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: testparm
Date   Tue, 4 Mar 2008 12:01:28 +0100

On 04/03/2008, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- Chiara Mussida <cmussida@gmail.com> wrote:
> > my question today is: if the null of testparm is rejected by the data
> > (my 4 categories related to geographical regions of residence) can I
> > quietly proceed with the estimation of (4 in my case) separated
> > models for the duration of unemployment? or are there other
> > procedures/test to perform?
>
> Doing analyses seperately is in effect not only including the main
> effects of region to your model, but also interaction effects between
> region and the other explanatory variables. With testparm you are only
> testing the main effects and not the interactions.
>
my results therefore do not allow me to estimate separate models? as
regards the interactions, do you mean to estimate a fully interactive
models w r to the region of residence for every separate category?
in this case I already have models separated by groups of regions.
This means that their geographical bunary variable is 1 (it is the
criteria for the separation), individuals in each model are all in the
same geographical location, and i don't know if it is meaningful to
estimate fully interactive models...


>
> However, if you do these analyses separately for different regions, the
> differences in parameters across regions do not have a causal
> interpretation in non-linear models (like logit and probit, but also
> duration models). There has been a long and pretty exhaustive thread
> with working papers and lecture notes you can download, literature
> references, and simulations on this issue recently on the statalist
> starting with:
> http://www.stata.com/statalist/archive/2008-02/msg00873.html
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
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-- 
Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, piacenza (Italy)
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