Dear all,
I am running a (logit) multi-level model on two sub-samples and afterwards would like to test whether the coefficients for one variable (AA) are significantly different from each other in the two samples.
I know the alternative is to use a single-level logit, and afterwards in the suest cluster the standard errors. The code below works just fine:
However, I am not really fond of this solution and I would really like to run the seemingly unrelated regression after the multi-level models.
To this end, I am looking for a way to run suest after meglm / mixed or any other multi-level command.
Hypothetical command:
Is there any way this can be implemented?
I am super grateful for any help and suggestions!
Best
I am running a (logit) multi-level model on two sub-samples and afterwards would like to test whether the coefficients for one variable (AA) are significantly different from each other in the two samples.
I know the alternative is to use a single-level logit, and afterwards in the suest cluster the standard errors. The code below works just fine:
Code:
logit DepVar $indivcntrls2 AA if M ==1 est sto M logit DepVar $indivcntrls2 AA if F==1 est sto F suest M F , cluster(town) test [M_DepVar]AA=[F_DepVar]AA
To this end, I am looking for a way to run suest after meglm / mixed or any other multi-level command.
Hypothetical command:
Code:
melogit DepVar $indivcntrls2 AA if M ==1 || town: est sto M melogit DepVar $indivcntrls2 AA if F==1 || town: est sto F suest M F test [M_DepVar]AA=[F_DepVar]AA
I am super grateful for any help and suggestions!
Best
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