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st: Comparing interaction terms in simultaneous equations
From
Steve Binggeli <[email protected]>
To
statalist <[email protected]>
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
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