Re: st: Clogg, Petkova, and Haritou (1995)

[David Jacobs <jacobs.184@sociology.osu.edu>]

There's a new procedure in Stata 9 that allows for model tests for 
differences in coefficients across completely separate models.

See the Stata command "suest".  I recall that in the write up in the 
manual, the Stata guru's reference the Clogg piece.

Dave Jacobs

At 02:59 PM 5/30/2006, you wrote:

> 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/
> > -----------------------------------------
> >
> >
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