Comparing Estimated Coefficients across Samples with Mixed Logit Choice Model

[Sunny Wong]

Dear all,

I need help comparing estimated coefficients across samples with the mixed logit choice model -cmmixlogit-.

I understand that I can compare OLS coefficients (and other regression methods) across samples with seemingly unrelated estimation -suest-.

However, -cmmixlogit- is not supported by -suest-.

May I ask if there is a way to test the equality of estimated non-linear coefficients between two samples with -cmmixlogit-?

Here is an example:


webuse inschoice, clear

cmset id insurance

* The Mixed Logit Regression for the Entire Sample *
cmmixlogit choice premium, random(deductible) coeflegend nocon

* Testing the nonlinear combinations of parameters *
nlcom (ratio: (_b[insurance:premium]/_b[insurance:deductible]))

* Now, I would like to separate the entire sample into two sub-samples *
gen sample = 0
replace sample = 1 if id>=126

** Here is the estimated model for the first Sub-Sample **
cmmixlogit choice premium if sample==0, random(deductible) coeflegend nocon
nlcom (ratio0: (_b[insurance:premium]/_b[insurance:deductible]))

** Here is the estimated model for the second Sub-Sample **
cmmixlogit choice premium if sample==1, random(deductible) coeflegend nocon
nlcom (ratio1: (_b[insurance:premium]/_b[insurance:deductible]))


My question: Is there a way to test if ratio0 = ratio1?

Any suggestions would be greatly appreciated. Thank you all.

Sincerely,

Sunny