Dear statalists,
I want to perform a chow test to consider whether to split my data into male and female observations. I know how to do this in a "reg" setting using the F statistics formula or also with including all interaction terms and using "test". However, now using xtivreg, re I reached my limits. Let me show you what I have done so far:
General Information:
Variables:
haz: height for age z-score
smdummy: Supermarket shopping 1 yes 0 no
casex: gender of children; 1 female 0 male
All the others are control variables
Instrument: distance to nearest supermarket as IV for Supermarket shopping
Model:
Now I want to do a chow test to see if it makes sense to split the data into caesx ==1 (female) and casex ==0 (male)
I tried to do this by including all interaction terms with the following commands:
The test however, gives me the following results:
See below for data example and preparatory steps:
Preparation
I would be very grateful for receiving your help,
Kind regards, Jacob
I want to perform a chow test to consider whether to split my data into male and female observations. I know how to do this in a "reg" setting using the F statistics formula or also with including all interaction terms and using "test". However, now using xtivreg, re I reached my limits. Let me show you what I have done so far:
General Information:
Variables:
haz: height for age z-score
smdummy: Supermarket shopping 1 yes 0 no
casex: gender of children; 1 female 0 male
All the others are control variables
Instrument: distance to nearest supermarket as IV for Supermarket shopping
Model:
Code:
xtivreg haz (smdummy = log_distance) casex page pagesq fe_height fe_age fe_edu hhsex exphhadeq_thou_inf mal_respir alwaystreatwa logd_hhhosp yeardummy par_act, re vce(cluster town)
I tried to do this by including all interaction terms with the following commands:
Code:
gen ipage = page*casex gen ipagesq = pagesq*casex gen ife_height = fe_height*casex gen ife_age = fe_age*casex gen ife_edu = fe_edu*casex gen ihhsex = hhsex*casex gen iexphhadeq_thou_inf = exphhadeq_thou_inf*casex gen imal_respir = mal_respir*casex gen ialwaystreatwa = alwaystreatwa*casex gen ilogd_hhhosp = logd_hhhosp*casex gen iyeardummy = yeardummy*casex gen ipar_act = par_act*casex gen ismdummy = smdummy*casex gen ilog_distance = log_distance*casex global interaction ipage ipagesq ife_height ife_age ife_edu ihhsex iexphhadeq_thou_inf imal_respir ialwaystreatwa ilogd_hhhosp iyeardummy ipar_act xtivreg haz (smdummy ismdummy = log_distance ilog_distance) casex page pagesq fe_height fe_age fe_edu hhsex exphhadeq_thou_inf mal_respir alwaystreatwa logd_hhhosp yeardummy par_act $interaction, re vce(cluster town) test casex $interaction
Code:
. test casex $interaction ( 1) casex = 0 ( 2) ipage = 0 ( 3) ipagesq = 0 ( 4) ife_height = 0 ( 5) ife_age = 0 ( 6) ife_edu = 0 ( 7) ihhsex = 0 ( 8) iexphhadeq_thou_inf = 0 ( 9) imal_respir = 0 (10) ialwaystreatwa = 0 (11) ilogd_hhhosp = 0 (12) iyeardummy = 0 (13) ipar_act = 0 Constraint 2 dropped Constraint 3 dropped Constraint 4 dropped Constraint 5 dropped Constraint 6 dropped Constraint 7 dropped Constraint 8 dropped Constraint 9 dropped Constraint 10 dropped Constraint 11 dropped Constraint 13 dropped chi2( 2) = 1.99 Prob > chi2 = 0.3695
Code:
global id hhid sort $id xtset $id gen log_distance = log(distance)
Code:
* Example generated by -dataex-. For more info, type help dataex clear input float town long hhid float(smdummy log_distance casex page pagesq fe_height fe_age fe_edu) byte hhsex float exphhadeq_thou_inf double mal_respir float(alwaystreatwa logd_hhhosp yeardummy par_act) 1 101015 0 -.2759892 1 8 64 153.8 29 2 1 3.48827 0 0 -.6768774 0 6.120652 1 101060 1 -.2745178 1 5 25 167.2 25 11 0 9.459771 0 0 -.7041644 0 4.4381065 1 101092 1 -.3012685 0 3 9 155 29 8 1 1.4842116 0 1 -.7187036 1 3.896 1 101120 0 -.12707411 0 14 196 154 53 0 1 4.123272 0 0 -.4751264 0 3.7664325 1 101133 1 -.09644198 0 12 144 160.5 35 7 1 4.248362 0 1 -.3982806 1 3.65 1 101150 0 -.10780872 0 8 64 157.9 25 0 0 3.3035066 0 1 -.3764812 0 4.659444 1 101152 1 -.07267016 0 8 64 155 30 8 0 8.5949545 0 1 -.4151053 1 5.980937 1 101160 1 -.10102946 0 9 81 163.4 21 23 0 10.716895 0 0 -.4562035 1 3.124 1 101165 1 -.10608626 0 11 121 152.8 33 13 1 6.305768 0 1 -.3589305 0 3.772441 1 101187 1 -.3012685 1 3 9 158.7 32 8 1 4.382894 0 1 -.7187036 1 3.34 1 101187 1 -.3012685 1 6 36 158.7 32 8 1 4.382894 0 1 -.7187036 1 4.089779 1 101232 0 -.10386962 1 8 64 156.5 38 13 0 4.841167 0 0 -.4232088 1 2.9770336 1 101233 0 -.26564938 1 8 64 168 28 1 1 6.045906 0 0 -.6792672 1 2.988636 1 101233 0 -.26564938 0 2 4 168 28 1 1 6.045906 0 0 -.6792672 1 3.684676 1 102042 1 -.1947158 1 3 9 153.5 58 18 1 38.71392 0 1 -.14101137 1 2.3455555 1 102072 1 -.3759676 0 5 25 150.5 25 8 1 5.368425 0 1 -.3675688 0 5.826667 1 102224 1 -.50440526 0 7 49 172 26 13 0 4.5385613 0 0 -.28798133 0 4.532575 1 102224 1 -.1590696 0 10 100 169 31 12 0 3.2002316 0 0 -.1889755 1 4.6835556 1 102235 0 -.4082444 1 10 100 162.4 27 3 0 10.268873 0 1 -.4321473 1 2.4596155 1 102238 1 -.1675446 1 9 81 154.5 49 13 0 17.689611 0 0 -.17448825 1 3.3602154 1 102242 1 -.3439426 1 2 4 155.7 26 17 0 3.6758075 0 1 -.3360094 1 5.358333 1 102248 1 -.1947158 1 10 100 163.6 35 8 0 6.640871 0 1 -.14101137 1 2.428066 1 102248 1 -.1947158 1 3 9 163.6 35 8 0 6.640871 0 1 -.14101137 1 3.0504255 1 102251 1 -.07594346 1 11 121 156.5 32 11 0 8.84528 0 0 -.11202684 1 4.399379 1 102253 1 -.11177652 0 2 4 168.4 35 11 0 5.884458 0 1 -.1776362 1 4.791765 1 102255 0 -.04167989 1 5 25 135.8 36 8 0 4.302381 0 0 -.08164472 1 4.7333474 1 102259 0 .065311424 0 11 121 165.4 30 8 0 7.545856 0 0 .2608818 1 2.0195844 1 102262 1 -.1044739 0 3 9 154 24 13 1 6.432965 1 1 -.15847446 1 4.0380955 1 103005 1 -.0934255 1 5 25 149.2 24 9 0 4.007631 0 1 .073954254 0 1.6120614 1 103005 1 -.07144998 1 7 49 150.5 26 8 0 5.210956 0 0 .09139802 1 4.961429 1 103020 1 .49469 1 7 49 159 40 12 0 6.802856 0 1 .6094911 1 3.754831 1 103079 1 .067443766 1 9 81 159.7 35 13 0 12.55146 1 0 .2346505 0 2.0315778 1 103079 1 -3.5213604 0 3 9 162 38 13 0 12.55146 0 1 -1.203663 1 4.888424 1 103079 1 -3.5213604 1 12 144 162 38 13 0 9.477755 1 1 -1.203663 1 5.781053 1 103270 1 -.0235086 0 10 100 159.4 35 8 0 11.03689 0 1 .15711935 1 3.289328 1 103270 1 -.0235086 1 4 16 159.4 35 8 0 11.03689 0 1 .15711935 1 3.578182 1 103273 1 .0784503 0 3 9 154.7 21 8 0 4.5332603 0 1 .2447033 1 4.290196 1 103273 1 .0784503 0 6 36 154.7 21 8 0 4.5332603 0 1 .2447033 1 3.263489 1 103286 1 -.07550966 0 4 16 152 20 8 1 8.653082 0 1 .12942402 1 2.7233906 1 104011 1 -.8513553 0 6 36 151.7 31 11 0 11.435349 0 1 -1.0518322 1 5.302995 1 104014 1 -.8184634 1 8 64 150.5 29 8 0 4.354312 0 1 -1.4755445 0 3.1487205 1 104014 0 .3532219 1 12 144 151.6 32 8 0 3.257185 0 1 .4825776 1 4.45218 1 104023 1 -.7516773 0 4 16 162.9 29 18 1 7.758446 0 1 -1.0365263 1 4.5732203 1 104038 1 -.5328552 0 5 25 161.5 25 13 0 8.405521 0 1 -.855533 1 2.588271 1 104045 1 -.57377774 0 4 16 156.3 26 13 0 10.927027 0 1 -1.0542958 1 3.7700605 1 104051 1 -.6232637 0 12 144 171.1 35 15 0 7.284609 0 0 -.9509041 1 5.476156 1 104053 1 -.6174152 1 5 25 158.3 27 8 1 6.902289 0 0 -.870684 1 4.6718817 1 104061 1 -.5964566 0 14 196 163 45 8 1 5.143697 0 1 -.8683907 1 1.6202967 1 104073 0 -.507745 1 11 121 150.1 50 10 0 6.204353 0 1 -.8239071 1 3.8096235 1 104089 1 -.7320044 0 5 25 156.1 46 8 1 13.898783 0 0 -1.2372576 1 3.8905554 1 104099 1 -.9950921 1 3 9 162.5 27 16 0 8.948689 0 1 -1.4146683 1 3.65 1 104099 1 -.9950921 0 6 36 162.5 27 16 0 8.948689 0 1 -1.4146683 1 3.13428 1 104105 1 -.9066513 1 5 25 162.5 20 11 0 12.249145 0 0 -1.4111787 0 6.185783 1 104113 1 -1.0275059 1 18 324 154 40 13 0 13.096262 0 1 -1.5274245 0 2.687519 1 104119 1 -.9904838 1 3 9 171 29 8 0 5.618302 0 1 -1.3358274 1 3.745 1 104119 1 -.9904838 0 10 100 171 29 8 0 5.618302 0 1 -1.3358274 1 2.9209886 1 104119 1 -.9808413 0 8 64 171 26 8 0 6.281139 0 0 -1.35034 0 4.0488935 1 104124 1 -.7261969 0 3 9 166.2 25 13 0 14.528405 1 1 -1.1005704 1 4.4214315 1 104134 1 -.518187 0 9 81 165.3 29 8 0 8.329432 1 0 -.6988966 1 2.8927915 1 104134 1 .5810298 0 6 36 164.1 27 8 0 6.564938 1 1 .6728283 0 5.222489 1 104149 0 -.8028625 1 10 100 166.2 33 18 1 9.940226 0 0 -1.2264674 0 3.324898 1 104195 1 -.12819771 1 11 121 151.1 31 8 0 4.32167 0 0 -.4168614 1 3.0022414 1 104195 1 -.5648473 1 10 100 155.5 29 9 0 8.871733 0 1 -.9310053 0 4.606504 1 104211 1 -.9809739 1 7 49 162.8 33 10 1 15.67621 0 1 -1.2187607 0 1.661107 1 104211 1 -.4633047 1 2 4 164 36 8 1 15.67621 0 1 -1.0656716 1 4.879838 1 104211 1 -.4633047 1 10 100 164 36 8 1 13.117378 0 1 -1.0656716 1 3.3189585 1 104217 0 -.54254854 0 12 144 160.9 32 8 0 9.36393 0 1 -.723403 1 3.3198004 1 104240 1 -.52694577 1 11 121 156 32 13 0 9.980625 0 1 -.7833086 1 2.571899 1 104284 1 -.7692413 0 14 196 164.1 51 13 0 5.322569 0 1 -1.1129457 0 3.124765 1 104299 1 -.6906428 0 6 36 164.3 31 17 0 7.854314 0 1 -.993553 0 6.893657 1 104345 1 -.6025292 0 5 25 162.9 23 11 1 12.684011 0 1 -.8806682 0 5.742651 1 104345 0 -2.0487454 0 7 49 166.8 24 10 1 9.564786 0 1 -.9546191 1 2.672951 1 104359 0 -.6762633 0 10 100 161.5 31 8 1 4.512309 0 0 -.9399909 0 5.229585 1 104362 1 -.7018924 1 13 169 153.5 30 11 0 5.970167 0 1 -.9566259 0 2.506875 1 104389 1 -.652982 0 7 49 154.6 26 13 0 5.956482 0 0 -.8410805 0 4.925277 1 104424 1 -.4739029 1 5 25 158.1 32 13 0 10.63225 0 1 -.698294 0 5.371875 1 104435 1 -.536782 1 8 64 150.5 42 14 0 11.796685 1 0 -.7142504 0 5.823333 1 105020 1 -.8322588 1 6 36 158.6 29 12 1 20.471844 0 1 -.440774 0 3.952284 1 105035 1 -.7415005 1 17 289 154.1 41 18 1 25.47631 0 1 -.3683096 0 2.723719 1 105080 1 -.4083213 1 9 81 142 42 16 1 12.383317 0 1 -.11582004 0 3.274024 1 105110 1 -.8173686 1 8 64 158.2 32 13 0 19.55381 0 1 -.3822133 1 3.87907 1 105141 1 -.3021265 1 7 49 155.5 20 22 0 15.195867 0 1 -.013006023 0 4.7095265 1 105170 1 -.5704307 1 3 9 160.6 24 13 0 28.85682 0 0 -.2234922 1 2.519625 1 105182 1 -.6111993 0 6 36 152.5 25 19 0 10.211945 0 1 -.24719736 0 5.729524 1 105184 1 -.6760815 1 10 100 155.5 35 23 0 17.2916 0 1 -.21786927 1 4.7361307 1 105187 1 -.8252611 0 3 9 169.4 25 13 0 26.065996 0 0 -.4110517 1 4.5355763 1 105201 1 -.8465944 1 6 36 155.4 40 8 1 8.937267 0 1 -.4045398 1 3.65 1 105203 1 -.41805905 0 2 4 167.4 35 19 0 12.155595 0 1 -.1167053 1 2.652593 1 105203 1 -.41805905 0 7 49 167.4 35 19 0 12.155595 0 1 -.1167053 1 4.1603036 1 105204 0 -.7605008 0 5 25 158.5 35 13 0 6.622839 0 0 -.3836259 1 5.270667 1 105204 0 -.7605008 1 3 9 158.5 35 13 0 6.622839 0 0 -.3836259 1 4.2490907 1 105215 1 -.6909766 1 8 64 163.3 28 13 0 17.422085 0 0 -.2950828 0 2.641471 1 105220 1 -.4026555 1 11 121 154.4 32 8 0 6.249478 0 1 -.1131703 1 4.158603 1 105260 1 -.7207878 1 17 289 161.2 31 13 0 14.58359 0 0 -.3101804 1 1.9537038 1 105260 1 -.7207878 0 4 16 161.2 31 13 0 14.58359 0 0 -.3101804 1 4.1158724 1 105260 1 -.6664535 0 11 121 160 26 16 0 12.574732 1 0 -.2787774 0 4.0894737 1 105263 1 -.6461336 0 6 36 158 25 13 0 10.37851 0 1 -.2964736 1 3.251145 1 105290 1 -.7663828 0 6 36 157.3 32 19 0 8.959538 0 1 -.347116 0 2.003217 1 105290 1 -.7641261 1 3 9 159.2 36 19 0 8.959538 0 1 -.3475043 1 4.3457136 1 105290 1 -.7641261 0 11 121 159.2 36 19 0 10.060345 0 1 -.3475043 1 3.195122 end label values hhsex Gender
Kind regards, Jacob
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