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Re: st: testparm
"Chiara Mussida" <email@example.com>
Re: st: testparm
Tue, 4 Mar 2008 12:45:48 +0100
On 04/03/2008, Maarten buis <firstname.lastname@example.org> wrote:
> --- Chiara Mussida <email@example.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 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
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