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st: Test of marginal effects in two samples


From   "Kleinjans, Kristin" <kkleinjans@exchange.fullerton.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Test of marginal effects in two samples
Date   Mon, 9 May 2011 00:32:49 +0000

Dear Statalist:
I conduct multinomial logit regressions on two different samples using the same outcome variables and (mostly) the same independent variables. I would like to test whether the marginal effects  in the two samples are statistically different. It seems that this should be possible, but I have not been able to figure out how to do this. Suest does not seem to work after margin.

I use Stata SE 11 and the following commands:

mlogit work ragender##hcplt_1 edu2-edu4 i.rage if sample==1, cluster(hhidpn)

margins, predict(outcome(1)) dydx(edu2) 
margins, predict(outcome(1)) dydx(2du2) over(age)

mlogit work ragender##hcplt_1 edu2-edu4 i.age ident if sample==2, cluster(hhidpn)

margins, predict(outcome(1)) dydx(edu2) 

margins, predict(outcome(1)) dydx(edu2) over(age)


I would like to test whether the effect of edu2 (a dummy variables) differs overall and whether it differs by age in the two samples.

I would greatly appreciate any help with this.
Thank you,
Kristin Kleinjans
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