That clarifies what you have and
want to do; thanks.
It's your project and your call, but it seems to me that a
unified model is not crazy as an alternative to what you are
following here.
Nick
[email protected]
> -----Original Message-----
> From: Dawit Lidia [mailto:[email protected]]
> Sent: 16 January 2005 22:40
> To: [email protected]; [email protected]; Nick Cox;
> [email protected]
> Subject: RE: st: RE: test predicted values
>
>
> Thanks Nichols, Nick, and Mark. Nichols got my question
> (E[Y|x1,x2,con=1] =
> E[Y|x1,x2,con=0]). Y1 and Y2 are different. Let me tell you
> the whole story
> in short as follow.
>
> I am assessing the effect of soil conservation technology on
> crop yields
> (productivity) using plot level data. To do this I am
> following Fuglie and
> Bosch's (1995) and Khanna's (2001) work. Their work is
> similar to Lee's
> (1978). They were estimated separate regression for
> technology adopters and
> non-adopters. From the regressions they estimated fitted values at
> representative values (mean) of some of the regressors and then they
> compared the mean predicted values. They used endogenous switching
> regression analysis.
>
> What I posted is exogenous switching regression model. In my
> case as in the
> above authors, I divided the sample into those plots that adopt soil
> conservation technlogy and those that do not. In the
> regressions below the
> variable con== 1 indicates those who adopted the technology
> and con == 0
> those that do not. The variable y1 and y2 also indicate
> yields obtained from
> adopters and non-adopter of soil conservation technology,
> respectively.
>
> areg y1 x1 x2 if con ==1, absorb(hhno) cluster(hhno)
> predict conhat if con ==1, xbd
>
> areg y2 x1 x2 if con ==0, absorb(hhno) cluster(hhno)
> predict wconhat if con ==0, xbd
>
> Hope this will help. Thanks again for your help.
> Dawit
>
> Fuglie, K. O., and Bosch, D. J. 1995. Economic and Environmental
> Implications of Soil Nitrogen Testing: A
> Switching-Regression Analysis.
> American Journal of Agricultural Economics 77: 891- 900.
> Khanna, M. 2001. Sequential adoption of site-specific
> technologies and its
> implication for nitrogen productivity: A double
> selectivity model. American
> Journal of Agricultural Economics 83(1): 35-51.
> Lee, L.F. 1978. Unionism and wage rates: A simultaneous
> equations model with
> qualitative and limited dependent variables.
> International Economic Review
> 19(2):415-433.
>
>
>
> >From: "Nichols, Austin" <[email protected]>
> >To: 'Mark Schaffer' <[email protected]>,
> "'[email protected]'"
> ><[email protected]>, "'[email protected]'"
> <[email protected]>
> >Subject: RE: st: RE: test predicted values
> >Date: Sun, 16 Jan 2005 15:44:41 -0500
> >
> >I think that Dawit Lidia wants to test that
> >E[Y|x1,x2,con=1] = E[Y|x1,x2,con=0]
> >where Y=(y1, y2) and it's unclear whether y1=y2 from the post.
> >
> >-----Original Message-----
> >From: Nichols, Austin
> >Sent: Sunday, January 16, 2005 3:37 PM
> >To: '[email protected]'
> >Cc: '[email protected]'
> >Subject: RE: st: RE: test predicted values
> >
> >
> >Are the dependent variables in the 2 models really different vars?
> >If not, Nick has indicated the solution:
> >
> >. g double x1c1=x1*con
> >. g double x2c1=x2*con
> >. areg y x1 x2 con x1c1 x2c2, absorb(hhno) cluster(hhno)
> >. test con x1c1 x2c2
> >
> >will test for difference in predicted vals across the 2 models.
> >
> >-----Original Message-----
> >From: Dawit Lidia [mailto:[email protected]]
> >Sent: Sunday, January 16, 2005 3:09 PM
> >To: [email protected]
> >Subject: RE: st: RE: test predicted values
> >
> >
> >Dear Nick Cox,
> >
> >Thanks you for your response. I think I have to refine my question as
> >follow. Can I do the following test on predicted values
> without adjusting
> >the standard errors since observations are not independent
> within group
> >(hhno)?
> >
> >ttest conhat = wconhat unequal
> >
> >where conhat and wconhat are predicted below.
> >areg y1 x1 x2 if con ==1, absorb(hhno) cluster(hhno)
> >predict conhat if con ==1, xbd
> >
> >areg y2 x1 x2 if con ==0, absorb(hhno) cluster(hhno)
> >predict wconhat if con ==0, xbd
> >
> >Hope this will be clear. Many thanks for your help.
> >Dawit
> >
> >
> > >From: "Nick Cox" <[email protected]>
> > >Reply-To: [email protected]
> > >To: <[email protected]>
> > >Subject: st: RE: test predicted values
> > >Date: Sun, 16 Jan 2005 16:35:28 -0000
> > >
> > >It would seem more straightforward,
> > >and more appropriate, to fit
> > >
> > >areg y1 x1 x2 con, absorb(hhno) cluster(hhno)
> > >
> > >which provides your test directly -- unless
> > >I am missing some subtlety here.
> > >
> > >Nick
> > >[email protected]
> > >
> > >Dawit Lidia
> > >
> > > > I am running the following types of regressions
> > > >
> > > > areg y1 x1 x2 if con ==1, absorb(hhno) cluster(hhno)
> > > > predict conhat if con ==1, xbd
> > > >
> > > > areg y2 x1 x2 if con ==0, absorb(hhno) cluster(hhno)
> > > > predict wconhat if con ==0, xbd
> > > >
> > > > y1 and y2 are dependent variables and xs are
> independent variables.
> > > >
> > > >
> > > > I want to test if there is mean difference between the two
> > > > predicted values
> > > > uisng simple 'ttest'.
> > > >
> > > > My question is, do I need to correct standard errors(se) of
> > > > the 'ttest'
> > > > since the observed ys are not independent. If the answer is
> > > > yes, would you
> > > > please suggest me how i can correct it or any other
> > > > altenative test that can
> > > > adjust se.
> > >
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