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Re: st: Date: Wed, 11 Jan 2006 14:36:11 +0100


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Date: Wed, 11 Jan 2006 14:36:11 +0100
Date   Wed, 11 Jan 2006 09:27:32 -0500

At 08:48 AM 1/11/2006, Klugert, Ingmar wrote:
For estimating a certain model I use the procedure oprobit. Interpreting the results I struggle with the following problem:

I have four country dummies in my model, the p-values say one of them is somewhat difference to the reference group whereas the others are not. Taking the cuts given in the output, it now becomes quite difficult to use the coefficients estimated. Two of the three countries that have not a different influence on the endgenous relative to the reference group are lying between cut2 and cut3. The other one lies, like the country shown as being not similar to the reference group, below cut2.
Now my question: How is it possible that three countries that are assumed to be of identical influence on the endogenous by the estimation results lie in two different groups of cut points.?
Also, the model is not assuming that the groups are of identical influence. That is your conclusion, based on the significance tests. If you used, say, the .95 level of significance instead of the .05 level, you might reach a different conclusion. But as far as the model is concerned, you are allowing the estimated effects of each group to differ and hence the range they fall in with regards to the cut points can differ. If you want to assume that the influence is identical, then you should drop the dummies for the groups that you assume do not differ from the reference group.


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Richard Williams, Notre Dame Dept of Sociology
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