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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: comparing coefficients |

Date |
Thu, 10 Jan 2013 10:29:17 -0500 |

At 04:41 AM 1/10/2013, John Stymans wrote:

Dear Richard, many thanks for your comments. You are right, I use the oglm command with store, not ologit. Best, John

use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";, clear gen maleyr89 = male * yr89 gen malewhite = male*white gen maleage = male*age gen maleed = male*ed ologit warm i.yr89 i.white c.age c.ed if male==0, nolog ologit warm i.yr89 i.white c.age c.ed if male==1, nolog

test maleyr89 malewhite maleage maleed

---------------------------------------- > Date: Wed, 9 Jan 2013 20:02:11 -0500 > To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu > From: richardwilliams.ndu@gmail.com > Subject: Re: st: comparing coefficients > > At 07:07 AM 1/9/2013, David Hoaglin wrote: > >John, > > > >What's wrong with including both genders in a single model and > >expanding the list of predictors to include gender and the interaction > >of gender with each of the current predictors? > > Actually, that has some problems of its own. Suppose you ran > > use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";, clear > reg warm i.yr89 i.white c.age c.ed if male==0 > reg warm i.yr89 i.white c.age c.ed if male==1 > reg warm i.male##(i.yr89 i.white c.age c.ed) > > It isn't hard to see that the last model with interactions gives you > the exact same results as the 2 groups run separately. Things are > just parameterized differently. > > But if instead you run > > ologit warm i.yr89 i.white c.age c.ed if male==0, nolog > ologit warm i.yr89 i.white c.age c.ed if male==1, nolog > ologit warm i.male##(i.yr89 i.white c.age c.ed), nolog > > You see the final model does not give exactly the same results as the > first two models. > > Why not? In the final ologit model, you are allowing all the > variables to have different effects in each group. BUT, you are > constraining the cut points to be the same for each group, whereas > when you run the model separately for the two groups the cutpoints > can differ. That may not be a bad assumption to make, but nonetheless > it is an assumption. > > Probably more important problems are outlined at > http://www3.nd.edu/~rwilliam/xsoc73994/L31.pdf. The key issue is > that, unless the two groups have the same residual variability, tests > of equality across groups are distorted. > > The more I work with ordinal models, the more I think you should do > everything you can to get continuous dependent variables. There are a > lot of things you can do in OLS regression that don't generalize as > you would expect to logit and ologit models. > > One other point: as far as I know this command from the original post > is not legitimate, because there is no store option in ologit: > > ologit y1 educationmedium educationhigh age income class household > country if gender=0, or store(step1a) > > > >David Hoaglin > >> >On Wed, Jan 9, 2013 at 4:30 AM, John Stymans<johnstymans@hotmail.be> wrote:> > > Dear Statalist Users, > > > I have a problem when comparing coefficients across groups. > > > I am using Stata 12. > > > I first run an ordered logit model for two groups (males and females). > > > > > > ologit y1 i.education age income class household country if > > gender=0, or store(step1a) > > > ologit y1 i.education age income class household country if > > gender=1, or store(step1b) > > > goal is to compare across gender the effect of education which is > > a categorical variable with 3 values, hence the use of i.. > > > > > > when I use suest: > > > > > > suest step1a step1b > > > > > > test [step1a _y1]i.education=[step1b_y1]i.education > > > > > > the command does not work. I am however able to split education> > in three values an add two of them to the regression (omittingeducationlow);> > > > > > ologit y1 educationmedium educationhigh age income class > > household country if gender=0, or store(step1a) > > > ologit y1 educationmedium educationhigh age income class > > household country if gender=1, or store(step1b) > > > and than run suest: > > > > > > suest step1a step1b > > > > > > test [step1a _y1]loweducation=[step1b_y1]loweducation > > > > > > Yet I am unable to compare the difference in significance of> > education across gender in general. Does anyone know how tosolve this issue?> > > > > > Many thanks in advance and best regards, > > > > > > John > >* > >* 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/ > > ------------------------------------------- > 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/

------------------------------------------- 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/

**References**:**st: comparing coefficients***From:*John Stymans <johnstymans@hotmail.be>

**Re: st: comparing coefficients***From:*David Hoaglin <dchoaglin@gmail.com>

**Re: st: comparing coefficients***From:*Richard Williams <richardwilliams.ndu@gmail.com>

**RE: st: comparing coefficients***From:*John Stymans <johnstymans@hotmail.be>

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