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st: comparing the effect of independent variables at two points in time, OLS and probit

From   "Laura R." <>
Subject   st: comparing the effect of independent variables at two points in time, OLS and probit
Date   Wed, 14 Dec 2011 10:45:14 +0100

Dear Stata users,

I would like to see whether the influence of predictors for a certain
variable are different in 2 points in time. E.g., does the work status
(not employed, part-time, full-time) have a different effect  on y in
1980 than in 2000?

I am not sure if I can just make 2 different regressions, one for 1980
and one for 2000, and then compare the coefficients. Is this correct
for OLS and for probit (marginal effects)? At least for marginal
effects, I think you cannot compare coefficients between 2 models.

So what other possibilities are there? Maybe pool data from 1980 and
2000 and make interaction effects. But I am not sure what categories I
need and which would be the reference category/categories. So I would
have the following categories: no employment 1980, part-time
employment 1980, full-time employment 1980, no employment 2000,
part-time 2000, full-time 2000. Do I also need the employment
categories overall, i.e. without interaction? And which would be the
reference categories, if I would like to compare the impact of
full-time work in 1980 with full-time work in 2000, part-time 1980
with part-time 2000 and so on? I am confused.

Do you have any other idea how to compare the effect of certain
predictors between 2 points in time? I would also do the search
myself, but I am also not sure which keywords to use for searching
about this question, or in which textbook I could find something about

Thank you for suggestions.

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