Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: comparing probit coefficients across two groups


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu>
Subject   Re: st: comparing probit coefficients across two groups
Date   Fri, 04 Jan 2013 15:24:03 -0500

At 01:25 PM 1/4/2013, Ebru Ozturk wrote:

Dear All,

I run two models below with Probit estimation on Stata 10. First model covers firms that collaborate and the second model covers firms that do not collaborate. I want to compare the coefficients' of "s_breadth" variable. I cannot understand quite that whether -oglm- command applies to this type of problem. Can anyone make it clear?


///// example //////

probit radical_d businessgrp logemp continuous_rd process_inn product_inn total_innv ind1 s_breadth if collab_developd==1
estimates store collab1
probit radical_d businessgrp logemp continuous_rd process_inn product_inn total_innv ind1 s_breadth if collab_developd==0
estimates store collab0
suest collab1 collab0
test [collab1]s_breadth = [collab0]s_breadth

First off, given dichotomous DV and probit link, you might as well use -hetprob- as opposed to -oglm-.

Second there are various issues involved in comparing coefficients across groups. Various solutions have been proposed. Personally I think the discussions of the problems may be stronger than the discussions of the solutions. For a summary, see

http://www3.nd.edu/~rwilliam/xsoc73994/L31.pdf

http://www3.nd.edu/~rwilliam/xsoc73994/L31H.pdf

But, reading the articles listed at the end (starting with Allison's 1999 paper) will yield a clearer picture.


-------------------------------------------
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

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index