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  • Testing difference in coefficients of a conditional logit

    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:

    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
    ------------------------------------------------------------------------------
    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

    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
    ------------------------------------------------------------------------------
    Thanks a lot in advance for your help.

  • #2
    I think this approach is fine as the result agrees with the largely overlapping CIs. You could also directly use test (which gives the identical p-value). You can also test whether the ratio of the two coefficients differs from one, which also gives a very similar result:

    Code:
    . test ptd = ui
    
     ( 1)  [low]ptd - [low]ui = 0
    
               chi2(  1) =    0.34
             Prob > chi2 =    0.5572
    
    . testnl _b[ui] / _b[ptd] = 1
    
      (1)  _b[ui] / _b[ptd] = 1
    
                   chi2(1) =        0.42
               Prob > chi2 =        0.5179
    Best wishes

    Stata 18.0 MP | ORCID | Google Scholar

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