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st: Comparing Chi2/L2 in different samples using bootstrap

From   Dmitriy Poznyak <>
To   "" <>
Subject   st: Comparing Chi2/L2 in different samples using bootstrap
Date   Mon, 6 Dec 2010 14:44:33 +0100

Hello all,

I am estimating three identical multinomial models with bootstrap for the different years of survey data, for instance. 1991, 1999 and 2007. Aside from comparing predicted probabilities, which I assume shouldn't pose any problem, I need to compare Chi2/L2 coefficients for the different variables in the model. The rationale for doing this, is that the fit of the individual predictors (e.g. social-demographic stuff) declines through time. Here's where the question arises. Clearly, samples in different years have different size, and perhaps different design effects, and so on. 

In order to possibly address these issues I ran the bootstrapped models with the same number of iterations in each case:
bootstrap, reps(2000) force: mlogit vote5  x y z ... ,base(1) cl(zip), [pweight=weight1], rrr
Next, I test the effect of the predictors:  test x;  test z, etc. Again, the models' specification is identical for all years; what differs is the sample size and design.

Considering the bootstrap method being used, will it be possible to compare Chi2/L2 and perhaps pseudo R2 coefficients for different samples in this case, and, if not, what would be my strategy. Note that pooling datasets is not feasible due to several reasons, like weighting, etc.

Thanks for your suggestions,
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