RE: st: comparing probit coefficients across two groups

[Ebru Ozturk <ebru_0512@hotmail.com>]

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?

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> 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
>
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