Re: st: comparing coefficients accross models

[Traci Schlesinger <tracias@Princeton.EDU>]

Hi Clive, thanks for pointing me to the ivreg2 command. that does look 
quite helpful.

By saying I should 'fudge it and compare them indirectly' do you simply 
mean that i should compare them 'by eye' -- stating that not only is the 
coefficient for mt_b larger in the model for blacks but that the t-score 
is also higher?   This is not so terrible for this data, since according 
to the Bureau of Justice Statistics, this is the full population of 
people admitted to prison (not a sample), but I still think many people 
(esp. reviewers) would not be convinced  . . .

thanks for the help!

traci


Clive Nicholas wrote:


> Traci Schlesinger wrote:
>
> > I have two models (and many other similar pairs). The first examines
> > the effects of changes in sentencing policies on black men's admission's
> > to prison for violent crimes. The second examines the effects of
> > changes in sentencing policies on white men's admission's to prison for
> > violent crimes. Here are the models and their results:
> >
> > . newey2 bmv_rate mt_b ca il ne nj tx moreharsh lfp perblack adol
> > violent, lag(1) t(mergeyear) force
> [...]
>
> > does anyone have any suggestions?
> Just two. Why are you using -newey2- when you could be using
> Baum/Schaffer/Stillman's superior -ivreg2-, downloadable from SSC? Not
> only does this also fit OLS Newey-West models, but you can obtain many
> more model diagnostics, for a start. The above would then be
>
> . ivreg2 bmv_rate mt_b ca il ne nj tx moreharsh lfp perblack adol violent,
> bw(2) small [robust]
>
> As to your substantive question, there's no -lrtest- equivalent that I
> know of allowing you to directly compare the two, since neither model
> 'nests' into the other, so I'd fudge it and just compare them indirectly.
>
> CLIVE NICHOLAS |t: 0(044)7903 397793
> Politics |e: clive.nicholas@ncl.ac.uk
> Newcastle University |http://www.ncl.ac.uk/geps
>
>
> *
> * 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/