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Re: st: Gologit2 - Testing whether coefficients differ


From   "Kristin J. Kleinjans" <kkleinjans@econ.dk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Gologit2 - Testing whether coefficients differ
Date   Sun, 2 Dec 2007 21:50:40 +0100 (CET)

Yes, that's exatly what I needed!
Thanks a lot for your help, Richard -
best wishes,
Kristin



> 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
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
>
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