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Re: st: Test of marginal effects in two samples


From   maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Test of marginal effects in two samples
Date   Mon, 9 May 2011 09:53:28 +0200

On Mon, May 9, 2011 at 2:32 AM, Kleinjans, Kristin
<[email protected]> wrote:
> I conduct multinomial logit regressions on two different samples using the same outcome
> variables and (mostly) the same independent variables. I would like to test whether the
> marginal effects  in the two samples are statistically different.

The typical trick for that is to estimated them all in one model and
add interactions of your group identifier with all your explanatory
variables. You can use -constraint-s to remove some explanatory
variables from some of your samples, i.e. set the effect of those
variables in those samples equal to 0.

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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