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From | Ebru Ozturk <ebru_0512@hotmail.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: comparing probit coefficients across two groups |
Date | Fri, 4 Jan 2013 23:12:31 +0200 |
Allison's (1999) paper can answer the question of e.g. is the effect of education on income greater for men than it is for women?. But when I read the paper titled "Using Heterogeneous Choice Models To Compare Logit and Probit Coefficients Across Groups" (Williams, 2009) do you think it also focuses on comparison of coefficients across groups? ---------------------------------------- > Date: Fri, 4 Jan 2013 15:24:03 -0500 > To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu > From: richardwilliams.ndu@gmail.com > Subject: Re: st: comparing probit coefficients across two groups > > 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/ * * 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/