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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: st: test the coefficients in multinominal logit model |

Date |
Wed, 24 Feb 2010 17:50:12 -0800 (PST) |

--- On Thu, 25/2/10, atsu june wrote: > I would like to run multinomial logit model for two > sub-populations which are distinct and test whether a1 for > X1 in group A differs b1 for X1 in group B. > > for example, I would like to run the following > model. > > mlogit educ age inc if men==1 > mlogit educ age inc if men==0 > > then test whether the coefficient for age in group of men > differs that in group of women. Others have sugested -suest-. An alternative is to use interaction terms. However, both -susest- and interaction terms used in this way test one specific way of thinking about interaction terms in non-linear models: a ratio change in effects as measured in relative risk ratios. So in the example below the baseline rrr is .24 meaning that we expect to find .24 domestic cars of average price in repair status 4 for every domestic car of average price in repair status 3. This ratio will decrease 5% for every 1000$ increase in price. This is the effect of price for domestic cars. The effect of price for foreign cars is 1.79 times larger, i.e. 1.79*.95= 1.70, which means that the ratio of foreign cars in repair status 4 per foreign car in repair status 3 increases by 70% for every 1000$ increase in price. The test statistic next to the interaction term will give you the test of the null hypothesis that this ratio of effects is 1. *-------------- begin example ------------------------ sysuse auto, clear recode rep78 1/2=3 gen byte baseline = 1 sum price , meanonly gen c_price = (price - r(mean))/1000 mlogit rep78 i.foreign##c.c_price baseline, rrr nocons *---------------- end example ------------------------ ( For more on how to use examples I sent to statalist see: http://www.maartenbuis.nl/stata/exampleFAQ.html ) Some disciplines like to think of effects in terms of marginal effects, in that case testing for interactions becomes a lot harder. Actually, the two test slightly different hypotheses, see: http://www.maartenbuis.nl/wp/interactions.html Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: test the coefficients in multinominal logit model***From:*atsu june <amino6121@live.jp>

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