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st: oglm and heterogeneous choice models


From   "Rourke O'Brien" <rourke.obrien@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: oglm and heterogeneous choice models
Date   Sat, 23 Jul 2011 16:33:54 -0400

I am currently running logit models predicting success (dichotomous)
with sex and income as main predictors.  I understand that with
potential unequal variances across groups I should explore
heterogeneous choice models. See:
http://www.nd.edu/~rwilliam/oglm/RW_Hetero_Choice.pdf

when I run --oglm success male income, het(male)-- the lnsigma on male
is significant. Yet, when I include the interaction (which is my main
interest) ---oglm male income maleXincome, het(male)-- lnsigma is no
longer significant. How should I interpret this? Does this mean that
the inclusion of the interaction effectively modeled the source of the
unequal variances across groups? If so, do I need to use oglm on
models that include the interaction?

Thanks for your help!
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