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Re: st: Suest v/s biprob in stata 11


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Suest v/s biprob in stata 11
Date   Tue, 6 Jul 2010 06:35:40 -0700 (PDT)

--- On Tue, 6/7/10, Prakash Kashwan wrote:
> I am conducting the two tests on same set of observations
> (so, the population is not divided into two groups).
> Moreover, in my case, I am using the same set of independent
> variables to estimate probabilities for two different
> dependent variables, and after I have run the -suest- 
> command, I would like to figure out if the -suest-, did find
> significant correlation between the two error matrices, and
> if it makes sense for me to use -suest- in this case.

As I understand -suest- (see my previous post) it does not make
sense to use -suest- for such an hypothesis. To continue the
analogy, that would be like using a model with -robust- standard
errors to test for heteroskedasticity: the entire idea of the 
model is that it does not estimate the heteroskedasticity and 
that it does not need to. The advantage is that it is less 
sensitive to wrong assumptions about heteroskedasticity, but the
price you must pay is that you can't use that model to check for
that either. Similarly, -suest- does not need these correlations
between error terms to get correct inference about the other
parameters, but the price is that you can't use -suest- to check 
for such correlation.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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