On 04/03/2008, Maarten buis <[email protected]> wrote:
> --- Chiara Mussida <[email protected]> wrote:
> > ok, isn't there a proper test for that decision? sorry for bothering
> > again, but I want to be also econometrically confortable with my
> > decision of estimating separately
>
> If this is the hypthesis of substantive interest you can estimate a
> full interactive model, and test with -testparm- if all main effects
> and all interaction terms are simultaneously equal to zero. Now, as I
> repeatly stated, you cannot give this a causal interpretation so I very
> much doubt whether this is a hypothesis of substantive interest. I also
> repeat my point that you should not test, if you are just doing model
> selection.
>
> -- Maarten
>
I know that I can't obtain causal interpretations,and i'm not
interested in such a kind of interpratations. I simply want to see
whether my covariates are significant and if there are relevant
differences in their behaviour. As regards my interest, I want simply
to be sure that the appropriate choice for me is to run separate
models. From the pooled I lbtain coef stat different for the
geographical partitions and it is well known that the unemployment
assumes remarkable different regional characterizations...my only
desire is to be sure (econometrically) about this!!
chiara
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
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--
Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, piacenza (Italy)
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