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Re: st: something like a Chow test for clogit?


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: something like a Chow test for clogit?
Date   Mon, 16 Jun 2008 23:30:14 +0100 (BST)

--- Jayme Sar <[email protected]> wrote:
> I want to estimate a conditional logit for a discrete choice problem,
> and I need to make sure that the results are consistent for all
> subsamples in the population.
> 
> In other words, I want to do something like:
> 
> clogit y x1 x2
> 
> for all 1000 observations.
> 
> and:
> 
> clogit y x1 x2 for the first 200 observations.
> 
> How do I compare the coefficients for the full sample (1000 obs) and
> the subsample (200 obs)?  Is there something like a Chow test for the
> conditional logit?

what about:
gen d = _n <= 200
gen dXx1 = d*x1
gen dXx2 = d*x2
clogit y x1 x2 d dXx1 dXx2
test d dXx1 dXx2

If the estimates in the first 200 observations are the same as the
estimates in the entire sample then the dummy d and the interaction
terms between the dummy and the other covariates should be zero.

-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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