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st: Suest with different estimators (logit & mlogit)


From   "carola.degroot" <carola.degroot@pbl.nl>
To   statalist@hsphsun2.harvard.edu
Subject   st: Suest with different estimators (logit & mlogit)
Date   Fri, 11 Feb 2011 02:29:26 -0800 (PST)

Dear all,
I would love to use the suest command to test the differences between the
coefficients of two different models. Although the sample of the models
differ, they partly overlap (the sample used in the second model is a
subselection of the sample used in the first model). The first model is a
logistic regression model (logit), the second model is a multinomial
regression model (mlogit). So although the models are completely the same
with respect to the independent variables, the dependent differs. 
I've read that Suest allows for different estimators, but my supervisor is
worried that suest won't provide "reliable" ("fair") results because it
might not be fair to compare the coefficients of a model with an estimator
with only 2 categories with a model with an estimator with 3 categories. 
Unfortunately, I'm not really an expert with the methodology behind the
suest command, nor is my supervisor. Therefore I'm not sure whether this
concern is indeed justified, and whether it's necessary to change the
dependent of the second model into a binomial variable in order to run a
fair suest for the cross-model comparison. I truly hope that someone of you
is able to help me out or to help me further on the road. Any help and
reference to literature is more than welcome!
Best,
Carola.
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