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Re: st: Chow test quadratic effect


From   natalia malancu <natalia.malancu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Chow test quadratic effect
Date   Tue, 2 Apr 2013 17:34:12 +0200

Hi David,

thank you for your answer.
The example I gave in my message is an invented one. Since I am
interested in the stata command, I thought the easiest way to receive
any suggestions was to use an already existing dataset (in this case a
stata online one) and generate a super simple example.
That being said, I fully agree with both your remarks. My actual model
refers to two differente policy periods and intereactions would not
help since my assumption is that each IV contributes differently to
the outcome depending on the period we are talking (i would basically
have to interact each with the dummy for period). My nonlineraty does
actually have a quadratic form.
Any suggestion on how the syntax for age +agesq looks like when
performing a chow test for a multiniomial logit?

Thanks,
Natalia

On Mon, Apr 1, 2013 at 2:35 PM, David Hoaglin <dchoaglin@gmail.com> wrote:
> Natalia,
>
> Would you please explain why you do not include male==1 and male==0 in
> a single model, perhaps with suitable interaction terms?
>
> Does the nonlinearity actually have a quadratic form?  If the relation
> between insure and age is not linear, addition of agesq should not be
> automatic.
>
> Age and agesq are both part of the relation between insure and age, so
> you need to consider them together.
>
> David Hoaglin
>
> On Sat, Mar 30, 2013 at 5:18 PM, natalia malancu
> <natalia.malancu@gmail.com> wrote:
>> Hi all,
>>
>> I am estimating a mlogit model on two different groups. I then want to
>> test if there is a structural change. My
>> question is: how do I do Chow Test in stata if I have a quadratic term?
>>
>> example:
>>
>> webuse sysdsn4
>> gen agesq=age*age
>>
>>  mlogit insure age agesq if male==1, base(1)
>>      estimates store m1
>> qui mlogit insure age agesq if male==0, base(1)
>>      estimates store m2
>>   suest m1 m2
>>
>> for the main effect I use:
>>  test [m1_Prepaid]age =[m2_Prepaid]age
>> test[m1_Uninsure]age=[m2_Uninsure]age
>>
>> If I am to consider age and agesq at the same time, then how do I do
>> so? Or should I just test them separately?
>>
>> Thanks for helping,
>> Natalia
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