Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: testparm


From   "Chiara Mussida" <cmussida@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: testparm
Date   Tue, 4 Mar 2008 12:45:48 +0100

On 04/03/2008, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- Chiara Mussida <cmussida@gmail.com> wrote:
> > my results therefore do not allow me to estimate separate models?
>
> No, I stated -testparm- is irrelevant for that decision. If you want to
> do it separately than by all means do so, the results from -testparm-
> will not give you any information about whether that is a good idea or
> not. I also made the point that in non-linear models, like the ones you
> want to estimated, the differences across regions do not have a causal
> interpretation. But this has nothing to do with -testparm-, this is
> always the case.

ok, isn't there a proper test for that decision? sorry for bothering
again, but I want to be also econometrically confortable with my
decision of estimating separately
>
> > 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...
>
> I stated that doing the models separately for each region is the same
> as a full interactive model. This means that you could either have all
> regions in one model and add all the interaction terms, or do the
> models separately for each region. The result would be the same.

exactly, since for every models the dummy variable of interest is 1
>
> Hope this helps,
> Maarten
>

Thanks,
Chiara
>
> -----------------------------------------
> 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/
> -----------------------------------------
>
>
>      ___________________________________________________________
> Rise to the challenge for Sport Relief with Yahoo! For Good
>
> http://uk.promotions.yahoo.com/forgood/
> *
> *   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/
>


-- 
Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, piacenza (Italy)
*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index