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Re: st: How to test the statistical significance of difference between parameters obtained from xtprobit model in two sub-sample
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: How to test the statistical significance of difference between parameters obtained from xtprobit model in two sub-sample
Date
Mon, 4 Apr 2011 08:33:38 +0100 (BST)
--- On Sun, 3/4/11, ramesh wrote:
> I am working with the xtprobit model. I have two
> sub-samples and want to test whether the coefficients of
> the two sub-samples are statistically different.
Yes, estimate one model on the entire sample and include
interaction terms between all coefficients and the dummy
variable indicating which sub-sample one belongs to. Than
test whether all interaction terms are equal to zero (using
-test-).
The interpretation of these interaction terms are more
straightforward in -xtlogit- as is discussed in:
M.L. Buis (2010) "Stata tip 87: Interpretation of interactions
in non-linear models", The Stata Journal, 10(2), pp. 305-308.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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