st: Clogg, Petkova, and Haritou (1995)

[Rob Baller <robert-baller@uiowa.edu>]

Many thanks.  It turns out that the procedure is different for discrete 
outcomes (see section V in the article).  Does anyone have code for 
that?  Here is the full citation for the Clogg et al. article:

Clogg, Clifford C., Eva Petkova, and Adamantios 
Haritou.  1995.  Statistical Methods for Comparing Regression Coefficients 
between Models.  American Journal of Sociology 100:1261-93.

Rob

At 03:06 AM 5/30/2006, you wrote:

> --- Rob Baller wrote:
> > I would like to compare coefficients, on the same independent
> > variable, between two nested models.  For example, I want to know if the b2
> > coefficients shown below are significantly different from each other:
> >
> > y = b1x1 + b2x2
> > y = b1x1 + b2x2 + b3x3
> >
> > The routines described by Clogg, Petkova, and Haritou (1995) AJS are what I
> > want to implement.
>
> Rob:
> I am not familiar with this method, but a quick look at the
> article shows that their method uses only  quantities that
> -regress- returns after you estimate a model, so you can
> easily do it yourself, like the example below:
> HTH,
> Maarten
>
> *---------- begin example ----------
> sysuse auto, clear
> reg price mpg
> scalar b = _b[mpg]
> scalar vb = _se[mpg]^2
> scalar ve = e(rmse)^2
>
> reg price mpg foreign
> scalar d = scalar(b)-_b[mpg]
> scalar se = sqrt(_se[mpg]^2-scalar(vb)*e(rmse)^2/scalar(ve))
> di scalar(d)
> di scalar(se)
> *------------ end example -----------
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z214
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/