with "$ML_y1", noting the capitalization, it should run.
In passing, I have a working paper that uses Monte Carlo
simulations to test the power of Allison's method and several
alternative means to test equality of coefficients across groups in
logit equations. If you are interested, the paper, "Confounded
coefficients..." can be found in the Working Papers section of my
website, http://www.business.uiuc.edu/ghoetker. Comments welcome of
course.
Best.
Glenn
Glenn Hoetker
Assistant Professor of Strategy
College of Business
University of Illinois at Urbana-Champaign
217-265-4081
[email protected]
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Jeremy
Reynolds
Sent: Wednesday, August 25, 2004 8:31 AM
To: [email protected]
Subject: st: comparing logit coefficients
In 1999, Paul Allison published a paper in Sociological Methods &
Research (vol. 28 issue 2 pages 186-208) about comparing logit
coefficients across models. I am trying to use the Stata code
that he
included in the paper's appendix (see below). In particular, I
want to
compare coefficients for two logistic regression models, one with
men
and one with women, but I can't get the code to run properly.
Stata 8 seems to understand and define the program below, but the
ml
maximize statement does not run, and it produces the following
error:
"*__00000S invalid name ". I've checked and double-checked the
program
and my modified version of the model statement in the belief that
I have
simply typed something wrong, but I can't seem to figure out
where the
problem is.
Has anyone used Allison's program successfully? Any idea why the
code
below does not run?
Maybe my problem is with the maximize statement and not the
program?
Thanks,
Jeremy
--Below I have listed the Stata code and comments from the
appendix--
program define glogit
version 6
args lnf theta delta
quietly replace
`lnf'=$ml_y1*`theta'*(1+`delta')-ln(1+exp(`theta'*(1+`delta')))
end
ml model lf glogit (prom = undgrd arts dur dur2 prest female)
(delta:
female,nocons)
ml maximize
The commands bracketed by PROGRAM and END define the estimation
problem
in a general way. These commands can be saved in a DO file and
used for
any data set or particular set of variables in the model. In the
ML
MODEL command, LF specifies the optimization algorithm and GLOGIT
refers
to the name of the program defined earlier.
-------------------------
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*
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