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Re: st: comparing coefficients accross models


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: comparing coefficients accross models
Date   Thu, 11 Jan 2007 03:36:45 -0000 (GMT)

Traci Schlesinger wrote:

> I have two models (and many other similar pairs).  The first examines
> the effects of changes in sentencing policies on black men's admission's
> to prison for violent crimes.  The second examines the effects of
> changes in sentencing policies on white men's admission's to prison for
> violent crimes.  Here are the models and their results:
>
> . newey2 bmv_rate mt_b ca il ne nj tx moreharsh lfp perblack adol
> violent,  lag(1) t(mergeyear) force

[...]

> does anyone have any suggestions?

Just two. Why are you using -newey2- when you could be using
Baum/Schaffer/Stillman's superior -ivreg2-, downloadable from SSC? Not
only does this also fit OLS Newey-West models, but you can obtain many
more model diagnostics, for a start. The above would then be

. ivreg2 bmv_rate mt_b ca il ne nj tx moreharsh lfp perblack adol violent,
  bw(2) small [robust]

As to your substantive question, there's no -lrtest- equivalent that I
know of allowing you to directly compare the two, since neither model
'nests' into the other, so I'd fudge it and just compare them ndirectly.

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: [email protected]
Newcastle University  |http://www.ncl.ac.uk/geps

Whereever you go and whatever you do, just remember this. No matter how
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conditions.

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