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From |
"Dawit Lidia" <[email protected]> |

To |
[email protected], [email protected], [email protected], [email protected] |

Subject |
RE: st: RE: test predicted values |

Date |
Sun, 16 Jan 2005 22:39:47 +0000 |

Thanks Nichols, Nick, and Mark. Nichols got my question (E[Y|x1,x2,con=1] = E[Y|x1,x2,con=0]). Y1 and Y2 are different. Let me tell you the whole story in short as follow.

I am assessing the effect of soil conservation technology on crop yields (productivity) using plot level data. To do this I am following Fuglie and Bosch�s (1995) and Khanna�s (2001) work. Their work is similar to Lee�s (1978). They were estimated separate regression for technology adopters and non-adopters. From the regressions they estimated fitted values at representative values (mean) of some of the regressors and then they compared the mean predicted values. They used endogenous switching regression analysis.

What I posted is exogenous switching regression model. In my case as in the above authors, I divided the sample into those plots that adopt soil conservation technlogy and those that do not. In the regressions below the variable con== 1 indicates those who adopted the technology and con == 0 those that do not. The variable y1 and y2 also indicate yields obtained from adopters and non-adopter of soil conservation technology, respectively.

areg y1 x1 x2 if con ==1, absorb(hhno) cluster(hhno)

predict conhat if con ==1, xbd

areg y2 x1 x2 if con ==0, absorb(hhno) cluster(hhno)

predict wconhat if con ==0, xbd

Hope this will help. Thanks again for your help.

Dawit

Fuglie, K. O., and Bosch, D. J. 1995. Economic and Environmental Implications of Soil Nitrogen Testing: A Switching�Regression Analysis. American Journal of Agricultural Economics 77: 891- 900.

Khanna, M. 2001. Sequential adoption of site-specific technologies and its implication for nitrogen productivity: A double selectivity model. American Journal of Agricultural Economics 83(1): 35-51.

Lee, L.F. 1978. Unionism and wage rates: A simultaneous equations model with qualitative and limited dependent variables. International Economic Review 19(2):415-433.

From: "Nichols, Austin" <[email protected]>

To: 'Mark Schaffer' <[email protected]>, "'[email protected]'" <[email protected]>, "'[email protected]'" <[email protected]>

Subject: RE: st: RE: test predicted values

Date: Sun, 16 Jan 2005 15:44:41 -0500

I think that Dawit Lidia wants to test that

E[Y|x1,x2,con=1] = E[Y|x1,x2,con=0]

where Y=(y1, y2) and it's unclear whether y1=y2 from the post.

-----Original Message-----

From: Nichols, Austin

Sent: Sunday, January 16, 2005 3:37 PM

To: '[email protected]'

Cc: '[email protected]'

Subject: RE: st: RE: test predicted values

Are the dependent variables in the 2 models really different vars?

If not, Nick has indicated the solution:

. g double x1c1=x1*con

. g double x2c1=x2*con

. areg y x1 x2 con x1c1 x2c2, absorb(hhno) cluster(hhno)

. test con x1c1 x2c2

will test for difference in predicted vals across the 2 models.

-----Original Message-----

From: Dawit Lidia [mailto:[email protected]]

Sent: Sunday, January 16, 2005 3:09 PM

To: [email protected]

Subject: RE: st: RE: test predicted values

Dear Nick Cox,

Thanks you for your response. I think I have to refine my question as

follow. Can I do the following test on predicted values without adjusting

the standard errors since observations are not independent within group

(hhno)?

ttest conhat = wconhat unequal

where conhat and wconhat are predicted below.

areg y1 x1 x2 if con ==1, absorb(hhno) cluster(hhno)

predict conhat if con ==1, xbd

areg y2 x1 x2 if con ==0, absorb(hhno) cluster(hhno)

predict wconhat if con ==0, xbd

Hope this will be clear. Many thanks for your help.

Dawit

>From: "Nick Cox" <[email protected]>

>Reply-To: [email protected]

>To: <[email protected]>

>Subject: st: RE: test predicted values

>Date: Sun, 16 Jan 2005 16:35:28 -0000

>

>It would seem more straightforward,

>and more appropriate, to fit

>

>areg y1 x1 x2 con, absorb(hhno) cluster(hhno)

>

>which provides your test directly -- unless

>I am missing some subtlety here.

>

>Nick

>[email protected]

>

>Dawit Lidia

>

> > I am running the following types of regressions

> >

> > areg y1 x1 x2 if con ==1, absorb(hhno) cluster(hhno)

> > predict conhat if con ==1, xbd

> >

> > areg y2 x1 x2 if con ==0, absorb(hhno) cluster(hhno)

> > predict wconhat if con ==0, xbd

> >

> > y1 and y2 are dependent variables and xs are independent variables.

> >

> >

> > I want to test if there is mean difference between the two

> > predicted values

> > uisng simple 'ttest'.

> >

> > My question is, do I need to correct standard errors(se) of

> > the 'ttest'

> > since the observed ys are not independent. If the answer is

> > yes, would you

> > please suggest me how i can correct it or any other

> > altenative test that can

> > adjust se.

>

>*

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