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


From   "Samuel R. Lucas" <lucaselastic@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: compare regression coefficients between 2 groups (SUEST) across time and across subgroups in a data set
Date   Tue, 2 Aug 2011 09:17:36 -0700

I believe you would get the correct test by estimating one model with
both Turks and Germans, using appropriate interactions to estimate
Turk-specific and German-specific coefficients.  Then test the
equality of the coefficients you want to explore.  So, you'd estimate:

logit poor german turk german*women turk*women german*young
      turk*young, nocons

You use -nocons- so that "german" is the intercept for Germans and
'turk' is the intercept for turks.

Then, if you want, you test german*women and turk*women coefficients.

If you estimate separate equations each equation will probably be
calibrated differently, rendering any cross-equation tests unclear
(i.e., the coefficient of .73 may or may not really be larger than the
coefficient .32 estimated in the other equation.  Think
currencies--which is larger, 20 dollars or 15 Euros?  Without some way
of calibrating them for comparison, it is impossible to know.).

Hope this helps.
Sam

On Tue, Aug 2, 2011 at 8:55 AM, Roland Teitzer
<roland.teitzer@univie.ac.at> wrote:
> 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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