Hello,
I am estimating a conditional logit (multinomial) model and would like to report the appropriate statistical test for evaluating differences between coefficients. Can I simply use a linear combination approach?
I would greatly appreciate any guidance on the correct procedure to follow.
take the following example:
How can I examine for example if the effect of smoke is greater than the effect of ui
I tried this but I do not think I am doing it right, as the size of the coefficient appears too large to be correct
Thanks a lot in advance for your help.
I am estimating a conditional logit (multinomial) model and would like to report the appropriate statistical test for evaluating differences between coefficients. Can I simply use a linear combination approach?
I would greatly appreciate any guidance on the correct procedure to follow.
take the following example:
Code:
webuse lowbirth2 clogit low lwt smoke ptd ht ui i.race, group(pairid) robust Conditional (fixed-effects) logistic regression Number of obs = 112 Wald chi2(7) = 16.17 Prob > chi2 = 0.0236 Log pseudolikelihood = -25.794271 Pseudo R2 = 0.3355 (Std. err. adjusted for clustering on pairid) ------------------------------------------------------------------------------ | Robust low | Coefficient std. err. z P>|z| [95% conf. interval] -------------+---------------------------------------------------------------- lwt | -.0183757 .0117751 -1.56 0.119 -.0414544 .0047031 smoke | 1.400656 .6015348 2.33 0.020 .2216696 2.579643 ptd | 1.808009 .5609264 3.22 0.001 .7086133 2.907404 ht | 2.361152 1.242939 1.90 0.057 -.074964 4.797268 ui | 1.401929 .5898166 2.38 0.017 .2459099 2.557948 | race | Black | .5713643 .6882843 0.83 0.406 -.777648 1.920377 Other | -.0253148 .6732398 -0.04 0.970 -1.344841 1.294211 ------------------------------------------------------------------------------
I tried this but I do not think I am doing it right, as the size of the coefficient appears too large to be correct
Code:
. lincom ptd-ui ( 1) [low]ptd - [low]ui = 0 ------------------------------------------------------------------------------ low | Coefficient Std. err. z P>|z| [95% conf. interval] -------------+---------------------------------------------------------------- (1) | .4060797 .6918446 0.59 0.557 -.9499108 1.76207 ------------------------------------------------------------------------------
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