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Re: st: Gologit2 - Testing whether coefficients differ


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Gologit2 - Testing whether coefficients differ
Date   Sat, 01 Dec 2007 20:18:47 -0500

At 07:11 PM 12/1/2007, Kristin J. Kleinjans wrote:
Here is in more detail what I would like to do:
I have an outcome with 5 levels, and the brant command after ologit found
that for the independent variable female the parallel regression
assumption is violated. I run gologit2 allowing the coefficient on female
to differ depending on the level of the dependent variable and get,
therefore, four different coefficients:
1.871***, 1.835***, 1.480***, 1.397***.

I need to formally test whether each of these four coefficients is
different from the others. For variables which are not allowed to differ,
I can simply do a test
test _b[var1]==_b[var2], but I cannot figure out how to call up a
coefficient depending on the level.
Do you want something like this?

. use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";
(77 & 89 General Social Survey)

. gologit2 warm male

Generalized Ordered Logit Estimates Number of obs = 2293
LR chi2(3) = 94.05
Prob > chi2 = 0.0000
Log likelihood = -2948.7475 Pseudo R2 = 0.0157

------------------------------------------------------------------------------
warm | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
1SD |
male | -.3089732 .1246748 -2.48 0.013 -.5533313 -.0646151
_cons | 2.057623 .0900742 22.84 0.000 1.88108 2.234165
-------------+----------------------------------------------------------------
2D |
male | -.5981885 .085043 -7.03 0.000 -.7648697 -.4315073
_cons | .504311 .0589211 8.56 0.000 .3888278 .6197941
-------------+----------------------------------------------------------------
3A |
male | -1.021626 .1194645 -8.55 0.000 -1.255772 -.7874794
_cons | -1.110602 .0661279 -16.79 0.000 -1.24021 -.9809933
------------------------------------------------------------------------------

. test [#1]male = [#2]male

( 1) [1SD]male - [2D]male = 0

chi2( 1) = 6.11
Prob > chi2 = 0.0134

. test [#2]male = [#3]male

( 1) [2D]male - [3A]male = 0

chi2( 1) = 13.16
Prob > chi2 = 0.0003

Anyway, using the equation number is the simplest way to refer to individual equations.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

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