At 01:58 PM 3/5/2004 +0100, Dimova, Ralitza wrote:
Thanks for the quick response. Yes, I have THREE INDEPENDENT SAMPLES for
1995, 1997 and 2001. But for TWO of them (1995 and 1997) SOME of the
people are common, so I can also create a quasi panel just for those two
years. Right now I am trying to use all three independent samples, so it
would be useful for me to know how to do the testing with the time trend
that you had proposed. But it won't hurt to know also whether something
similar can be done over the quasi-panel. THANKS A LOT. I'll be looking
forward to hearing from you.
Multinomial logit models always make my head hurt because of all the
equations and coefficients floating around! To see how to approach such a
problem when regular OLS regression is appropriate, you can see my handout at
http://www.nd.edu/~rwilliam/xsoc593/lectures/l11b.pdf
UCLA has a similar (possibly better) handout at
http://www.ats.ucla.edu/stat/stata/faq/compreg3.htm
The sequence of models I would estimate would be something like
1. Totally constrained, i.e. no differences across years. Y is IV, X is DV
2. Model 1 + dummy variables for year. Allows intercept to differ across
years but not slopes
3. Model 2 + interaction terms. Allows both intercepts and slopes to
differ across years.
I'll think about how exactly to adapt this to the mlogit case (I need to do
this for an upcoming handout anyway!) and write back, if somebody doesn't
beat me to it. (You could probably do it the exact same way as in these
handouts, substituting -mlogit- for -regress-; but the -test- command is
not the optimal way to do things for stuff like logistic regression.)
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