Re: st: comparing probit coefficients across two groups

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 01:25 PM 1/4/2013, Ebru Ozturk wrote:

> Dear All,
>
> I run two models below with Probit estimation on Stata 10. First 
> model covers firms that collaborate and the second model covers 
> firms that do not collaborate. I want to compare the coefficients' 
> of "s_breadth" variable. I cannot understand quite that whether 
> -oglm- command applies to this type of problem. Can anyone make it clear?
>
>
> ///// example //////
>
> probit radical_d businessgrp logemp continuous_rd process_inn 
> product_inn total_innv ind1 s_breadth if collab_developd==1
> estimates store collab1
> probit radical_d businessgrp logemp continuous_rd process_inn 
> product_inn total_innv ind1 s_breadth if collab_developd==0
> estimates store collab0
> suest collab1 collab0
> test [collab1]s_breadth = 
> [collab0]s_breadth

First off, given dichotomous DV and probit link, you might as well 
use -hetprob- as opposed to -oglm-.

Second there are various issues involved in comparing coefficients 
across groups. Various solutions have been proposed. Personally I 
think the discussions of the problems may be stronger than the 
discussions of the solutions. For a summary, see

http://www3.nd.edu/~rwilliam/xsoc73994/L31.pdf

http://www3.nd.edu/~rwilliam/xsoc73994/L31H.pdf

But, reading the articles listed at the end (starting with Allison's 
1999 paper) will yield a clearer picture.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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EMAIL:  Richard.A.Williams.5@ND.Edu
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