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Re: st: suest with multinomial logit


From   "Tim Wade" <wadetj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: suest with multinomial logit
Date   Fri, 11 Jul 2008 09:44:30 -0400

Hi Daphna, I've never used suest with multinomial logit and don't
completely understand your example, so can't really answer your first
question.  But I think regarding your second question, this can be
accomplished by the following after you store and suest your models:

test [model1=model2], common

then if you want to include the intercept:

test[model1=model2], common cons

Hope this helps, Tim






On Fri, Jul 11, 2008 at 2:10 AM, daphna bassok <dbassok@stanford.edu> wrote:
>>
>> Hi-
>>
>> I am tying to use the "suest" command for the first time, and I wanted to
>> make sure that I am doing so appropriately.
>>
>> I am running a multinomial logit model predicting child care choice.  I
>> run the exact same model separately for several racial groups (white, black,
>> Hispanic).
>>
>> I'd like to do two things...
>>
>> 1,  The first is compare coefficients across the different models.  Is it
>> appropriate to use suest this way?
>>
>> Here is my code (after running mlogit & storing estimates):
>>
>> # delimit ;
>> local estimates "black_est   hisp_e_est   hisp_ne_est " ;
>> foreach x of local estimates { ;
>> foreach var of varlist  var1-var10 { ;
>> test [white_est_center]`var' - [`x'_center]`var' = 0 ;
>> } ;
>> } ;
>>
>> I believe this is testing whether each of the coefficient is significantly
>> different between the white model and another group... when comparing the
>> "center" option to the omitted option.  I then repeat this procedure for the
>> other choices in the multinomial model.
>>
>> 2.  Is there a way to use suest to simultaneously test whether the full
>> set of coefficients in the white model are significantly different from the
>> full set of coefficients for say the black model?
>>
>> Thanks in advance for any advice you can provide.
>>
>> Daphna
>>
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