Hello Statalists!
My colleagues and I are currently working on a clustered dataset (students nested in schools) with cross-sectional questionnaire monitored to different cohorts. We fit a model to data collected in two years (i.e. from two cohorts) using Stata's -gllamm- command, and we want to compare the coefficients of the same variable measured in different years.
So our question is: based on Paternoster and colleagues' (1998) article, the equality of regression coefficients should be calculated with the formula: z=(b1-b2)/sqrt(SE*b1^2+SE*b2^2). However, is this formula also applicable to the results of -gllamm- command?
Our guess for now is yes, since one would interpret the coefficients of -gllamm- in the same way as other regression models like -regress- or -logit-. But we are also wondering if there are actually other postestimations for comparing -gllamm- coefficients.
Any input would be much appreciated. Thank you very much in advance!
Article mentioned above:
Paternoster, R., Brame, R., Mazerolle, P., & Piquero, A. (1998). Using the correct statistical test for the equality of regression coefficients. Criminology, 36(4), 859-866.
My colleagues and I are currently working on a clustered dataset (students nested in schools) with cross-sectional questionnaire monitored to different cohorts. We fit a model to data collected in two years (i.e. from two cohorts) using Stata's -gllamm- command, and we want to compare the coefficients of the same variable measured in different years.
So our question is: based on Paternoster and colleagues' (1998) article, the equality of regression coefficients should be calculated with the formula: z=(b1-b2)/sqrt(SE*b1^2+SE*b2^2). However, is this formula also applicable to the results of -gllamm- command?
Our guess for now is yes, since one would interpret the coefficients of -gllamm- in the same way as other regression models like -regress- or -logit-. But we are also wondering if there are actually other postestimations for comparing -gllamm- coefficients.
Any input would be much appreciated. Thank you very much in advance!
Article mentioned above:
Paternoster, R., Brame, R., Mazerolle, P., & Piquero, A. (1998). Using the correct statistical test for the equality of regression coefficients. Criminology, 36(4), 859-866.
