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st: compare regression coefficients between 2 groups (SUEST) across time and across subgroups in a data set


From   "Roland Teitzer" <roland.teitzer@univie.ac.at>
To   statalist@hsphsun2.harvard.edu
Subject   st: compare regression coefficients between 2 groups (SUEST) across time and across subgroups in a data set
Date   Tue, 2 Aug 2011 17:55:34 +0200

We would like to find out wheather the regression coefficients we get from
the "logit" command (binary logistic regression) differ significantly from
each other.

therefor we used the suest command but we are not quite sure if we used it
correctly, as in the stata help the command is only described for linear
regressions.

we have two different kinds of logit model we want to compare.

1.)in the first case we have two independent subgroups of persons in a
dataset (persons with german nationality and foreigners).

we tried out this command ("poor" is the dependent, the others are the
independant variables):

logit poor women young old if german==1, or

estimates store german

logit poor women young old if turkish==1, or

estimates store turkish

suest german turkish
test [german_poor]women= [turkish_poor]women
test [german_poor]young= [turkish_poor]young
test [german_poor]old= [turkish_poor]old

2.)in the second case we have date were there are mostly cross-sectional
data, but also some panel-data (EU SILC-data)

therefore we used this command:

logit poor women young old if 2004==1, or

estimates store data2004

logit poor women young old if 2009==1, or

estimates store data2009

suest data2004 data2009

test woman
test young
test old

--> we looked up some helps for this problem, but they are written so
complicated that we were even more confused afterwards.
we would need a clear syntax.

Could somebody tell us which syntax we schould use for which problem?

Thank you and sorry for asking such "simple" questions...




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