Wendy,
Ah, takes me back to a discussion with Cliff in 1989 about this.
He posed the problem of a test. I said, "Why not bootstrap it?" But
Cliff was a real statistician, and wanted a formal solution....
Alas, Cliff is no longer with us and can't defend himself, but I
still bootstrap in these situations. That is, estimate both equations,
calculate the difference between the coefficients... and then do it over
and over again, with new samples. Too fogged right now to think through
the three or four lines necessary, but if no one comes up with it by
tomorrow I will find where I have done it before or make up a new one.
I would be interested, too, however, if anyone has programmed the
ideas in the *AmJrnlSoc* paper. These were expanded on by Sobel in *Soc
Meth 1996* in an encomium to Clogg....
Best,
--Herb
Professor of Sociology and
Director, Population Studies Center
230 McNeil Building
3718 Locust Walk CR
University of Pennsylvania
Philadelphia, PA 19104-6298
[email protected]
215.898.7768 (office)
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On Tue, 23 Jan 2007, Wendy Manning wrote:
> I would like to compare coefficients - on the same independent variable -
> between two nested logistic regression models using STATA. I would like to
> test whether the two coefficients are significantly different from one
> another. In SAS this can be done using the proc iml commands. I was
> wondering if anyone has worked up some STATA commands. Clogg et al. 1995 in
> AJS describe the statistics.
>
> *
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>
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