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| From | Richard Williams <richardwilliams.ndu@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: comparing probit coefficients across two groups |
| Date | Fri, 4 Jan 2013 16:22:46 -0500 |
Well, yes. That is why I called it "Using heterogeneous choice models to compare logit and probit coefficients across groups." ;-) It builds on Allison's example and gives various others. But see my handout for other takes on the problems and possible solutions. Sent from my iPad On Jan 4, 2013, at 4:13 PM, Ebru Ozturk <ebru_0512@hotmail.com> wrote: > Allison's (1999) paper can answer the question of e.g. is the effect of education on income greater for men than it is for women?. But when I read the paper titled "Using Heterogeneous Choice Models To Compare Logit and Probit Coefficients Across Groups" (Williams, 2009) do you think it also focuses on comparison of coefficients across groups? > > ---------------------------------------- >> Date: Fri, 4 Jan 2013 15:24:03 -0500 >> To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu >> From: richardwilliams.ndu@gmail.com >> Subject: Re: st: comparing probit coefficients across two groups >> >> 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 >> OFFICE: (574)631-6668, (574)631-6463 >> HOME: (574)289-5227 >> EMAIL: Richard.A.Williams.5@ND.Edu >> WWW: http://www.nd.edu/~rwilliam >> >> * >> * 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/ > * > * 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/ * * 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/