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Re: st: comparing coefficients accross models


From   Traci Schlesinger <[email protected]>
To   [email protected]
Subject   Re: st: comparing coefficients accross models
Date   Wed, 10 Jan 2007 22:14:01 -0600

Hi Clive, thanks for pointing me to the ivreg2 command. that does look quite helpful.

By saying I should 'fudge it and compare them indirectly' do you simply mean that i should compare them 'by eye' -- stating that not only is the coefficient for mt_b larger in the model for blacks but that the t-score is also higher? This is not so terrible for this data, since according to the Bureau of Justice Statistics, this is the full population of people admitted to prison (not a sample), but I still think many people (esp. reviewers) would not be convinced . . .

thanks for the help!

traci


Clive Nicholas wrote:


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 indirectly.

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


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