st: differences in the ratios of coeffs of 2 nonlinear models

[Mirko <mirko.moro@gmail.com>]

Dear all,

I am wondering how to compute the statistical significance of the
difference in the ratios of coefficients of 2 nonlinear models and if
a Wald test is the right statistics in this case.

Please see the example below where I split the sample between female
and male and estimate a -clogit-.

clogit choice X Y Z if female==1, group(choiceset)
nlcom (ratio1: -(_b[X]/_b[Z])) (ratio2: -(_b[Y]/_b[Z])),post

clogit choice X Y Z if female==0, group(choiceset)
nlcom (ratio3: -(_b[X]/_b[Z])) (ratio4: -(_b[Y]/_b[Z])),post

Now, I'd wish to test ratio1=ratio3 and ratio2=ratio4. Unfortunately,
this cannot be done by using -test- because the results from the
-nlcom- relative to the first model are "lost" after estimating the
second -clogit-.

Any ideas on how to do this?

Thanks
Mirko
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