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Re: st: xi yearly dummies

From   "Chiara Mussida" <>
Subject   Re: st: xi yearly dummies
Date   Tue, 28 Oct 2008 12:53:41 +0100

Thanks Marteen:
I know that the term homogeneous could be ambiguous. But on the othe
other hand, it is difficult to find a way of expressing and testing
the overall concept. Anyway, I will state that my test is a simple
equality test. But I will try with the interaction between my
covariates and time to better verify the behaviour of my

2008/10/28 Maarten buis <>:
> --- Chiara Mussida <> wrote:
>> I estimated a mlogit model by generating yearly dummy variables with
>> the command xi. My model, indeed, refers to a ten years time span.
>> And i would be pleased to know if the model could be defined as
>> "homogeneous" over time. Is a simple testparm (with the equal option)
>> between each couple of yearly dummies a proper tool for my purpose?
>> i.e. if I reject the null of equality can I argue that my model is
>> not homogeneous or are there alternative tests??
> Tests always test a very specific hypothesis. Unless the meaning of a
> term like "homogenous over time" is completely unambiguous for you and
> your intended audience, I would avoid these terms and instead
> explicitly state your hypothesis. In this case your hypothesis appears
> to be that the probabilities of ending up in each category have not
> changed over time. However, by entering time as a series of dummies you
> have used a lot of decrease of freedom and thus reduced the power of
> your test. More powerful, but also more restrictive, tests would test
> the hypothesis of no linear effect of time, or no effect of time
> entered as a (restricted cubic) spline. Also, you have not tested
> whether the effects of other explanatory variables changed over time,
> i.e. no interactions between these variables and time. The absense of
> these interactions is something that could also be meant by "homogenous
> over time". So in short, you can avoid all problems by just explicitly
> stating your hypotheses and avoid ambiguous names for these hypotheses.
> -- 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 N515
> +31 20 5986715
> -----------------------------------------
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Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, Piacenza (Italy)
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