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Re: st: comparing probit coefficients across two groups


From   Richard Williams <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: comparing probit coefficients across two groups
Date   Fri, 4 Jan 2013 16:22:46 -0500

Well, yes. That is why I called it "Using heterogeneous choice models
to compare logit and probit coefficients across groups." ;-) It builds
on Allison's example and gives various others. But see my handout for
other takes on the problems and possible solutions.

Sent from my iPad

On Jan 4, 2013, at 4:13 PM, Ebru Ozturk <[email protected]> wrote:

> Allison's (1999) paper can answer the question of e.g. is the effect of education on income greater for men than it is for women?. But when I read the paper titled "Using Heterogeneous Choice Models To Compare Logit and Probit Coefficients Across Groups" (Williams, 2009) do you think it also focuses on comparison of coefficients across groups?
>
> ----------------------------------------
>> Date: Fri, 4 Jan 2013 15:24:03 -0500
>> To: [email protected]; [email protected]
>> From: [email protected]
>> Subject: Re: st: comparing probit coefficients across two groups
>>
>> At 01:25 PM 1/4/2013, Ebru Ozturk wrote:
>>
>>> Dear All,
>>>
>>> I run two models below with Probit estimation on Stata 10. First
>>> model covers firms that collaborate and the second model covers
>>> firms that do not collaborate. I want to compare the coefficients'
>>> of "s_breadth" variable. I cannot understand quite that whether
>>> -oglm- command applies to this type of problem. Can anyone make it clear?
>>>
>>>
>>> ///// example //////
>>>
>>> probit radical_d businessgrp logemp continuous_rd process_inn
>>> product_inn total_innv ind1 s_breadth if collab_developd==1
>>> estimates store collab1
>>> probit radical_d businessgrp logemp continuous_rd process_inn
>>> product_inn total_innv ind1 s_breadth if collab_developd==0
>>> estimates store collab0
>>> suest collab1 collab0
>>> test [collab1]s_breadth =
>>> [collab0]s_breadth
>>
>> First off, given dichotomous DV and probit link, you might as well
>> use -hetprob- as opposed to -oglm-.
>>
>> Second there are various issues involved in comparing coefficients
>> across groups. Various solutions have been proposed. Personally I
>> think the discussions of the problems may be stronger than the
>> discussions of the solutions. For a summary, see
>>
>> http://www3.nd.edu/~rwilliam/xsoc73994/L31.pdf
>>
>> http://www3.nd.edu/~rwilliam/xsoc73994/L31H.pdf
>>
>> But, reading the articles listed at the end (starting with Allison's
>> 1999 paper) will yield a clearer picture.
>>
>>
>> -------------------------------------------
>> Richard Williams, Notre Dame Dept of Sociology
>> OFFICE: (574)631-6668, (574)631-6463
>> HOME: (574)289-5227
>> EMAIL: [email protected]
>> WWW: http://www.nd.edu/~rwilliam
>>
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