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From | Steve Binggeli <binggeli.steve@gmail.com> |
To | statalist <statalist@hsphsun2.harvard.edu> |
Subject | st: Comparing interaction terms in simultaneous equations |
Date | Sat, 27 Oct 2012 10:55:55 -0500 |
Hello, I am using cmp to perform simultaneous regressions for panel data. I have two equations, same model, but different outcomes: The two dependent variables are "job desirability" for boys and girls. Hence, it is the same measure but repeated for two different targets. The predictors are gender, ethnicity (dummy, 0-1) and their interaction term. In this particular case, I was wondering whether comparing the two interaction terms across equations (with a Wald test) could be considered as a test of a three-way interaction (gender x ethnicity x gender of children (boys vs girls)? If not, what would the result of this test mean? Ideally, I would also like to get the predicted margins from the two interactions terms (across equations) to compare them. Do you know how I could obtain those margins? Here is the cmp command that I am using: xi: cmp (girljob = gender##ethnicity /// i.parents ses || participantid:) /// (boyjob = gender##ethnicity /// i.parents ses || participantid:), cluster(participantid) ind( 1 1) redraws(101) difficult Thanks for your help! Best. Steve * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/