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st: Test for similarity among subsamples


From   "P.M.J. Stromberg" <pmjs2@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Test for similarity among subsamples
Date   01 Apr 2008 10:10:51 +0100

Hi,

I want to run probit estimations on three sub samples (representing one ethnic group each), with the same variables (Y and X). But first I need to know if this is justified: is there a way to test if the difference among the sub samples is statistically significant (such as log likelihood ratio test)?

An alternative is to use the pooled sample, and include dummies: but I suspect that the different ethnic groups affect (1) basically all variables, and (2) the slope, not only the intercept.

Many thanks in advance,
Per
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