Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: oglm and heterogeneous choice models


From   "Rourke O'Brien" <[email protected]>
To   [email protected]
Subject   st: oglm and heterogeneous choice models
Date   Sat, 23 Jul 2011 16:33:54 -0400

I am currently running logit models predicting success (dichotomous)
with sex and income as main predictors.  I understand that with
potential unequal variances across groups I should explore
heterogeneous choice models. See:
http://www.nd.edu/~rwilliam/oglm/RW_Hetero_Choice.pdf

when I run --oglm success male income, het(male)-- the lnsigma on male
is significant. Yet, when I include the interaction (which is my main
interest) ---oglm male income maleXincome, het(male)-- lnsigma is no
longer significant. How should I interpret this? Does this mean that
the inclusion of the interaction effectively modeled the source of the
unequal variances across groups? If so, do I need to use oglm on
models that include the interaction?

Thanks for your help!
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index