Help with comparing coefficients across 2 logistic regression models with the same independent variables but different dependent variables.

[Christelle Alkhoury]

Hello everyone,

I want to compare the coefficients of Interlocked_breached_firmpre and Interlocked_breached_firmpost across 2 logistic regressions: one with Internal as DV and one with External as DV.
I tried running the below codes:

logit Internal Interlocked_breached_firmpre Interlocked_breached_firmpost
estimates store model1
logit External Interlocked_breached_firmpre Interlocked_breached_firmpost
estimates store model2
suest model1 model2

test [model1] Interlocked_breached_firmpre = [model2] Interlocked_breached_firmpre
test [model1_mean]Interlocked_breached_firmpre = [model2_mean]Interlocked_breached_firmpre


But I keep getting errors on the "test" step.
Could you please provide me with a correct way to determine whether the coefficients are statistically different across the 2 models?
Also, please note that I have industry and year fixed effects.

* Example generated by -dataex-. To install: ssc install dataex
clear
input float(Internal External Interlocked_breached_firmpre Interlocked_breached_firmpost)
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 1 0
0 0 1 0
0 0 1 0
0 1 1 0
0 0 1 1
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 1 1
0 0 1 1
0 0 1 1
0 0 1 0
0 0 1 0
0 0 1 0
0 1 1 0
0 0 0 1
0 0 1 1
0 0 1 1
0 0 1 1
0 0 1 0
0 1 1 0
0 1 0 1
0 0 0 1
0 0 0 1
0 0 0 0
0 0 0 0
0 0 0 0
0 0 1 0
0 0 1 0
0 0 1 0
0 1 1 0
1 0 1 1
1 0 1 1
1 0 1 1
1 0 0 1
0 0 0 1
0 0 0 1
0 0 1 0
0 0 1 0
0 0 0 0
0 0 1 1
0 0 0 1
0 0 0 1
0 0 0 1
0 0 0 1
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 1 0
0 0 1 1
0 0 1 1
0 0 1 1
0 0 1 1
0 0 1 1
0 0 1 1
0 0 0 1
0 0 0 1
0 0 0 1
0 0 0 0
0 0 0 1
0 0 0 1
0 0 1 1
0 0 1 1
0 0 1 1
0 0 1 1
0 0 1 1
0 0 1 0
0 0 1 0
0 0 1 0
0 0 1 0
0 0 0 0
0 0 0 1
0 0 0 0
0 0 1 0
0 0 1 0
0 0 1 0
end

Your help is highly appreciated!
Christelle

[Joseph Coveney]

Try something like the following. Begin at the "Begin here" comment.

version 18.0

clear *

set seed 870609315

quietly set obs 250

foreach var in Internal External Interlocked_breached_firmpre Interlocked_breached_firmpost {
    generate byte `var' = rbinomial(1, 0.5)
}

*
* Begin here
*
quietly logit Internal i.(Interlocked_breached_firmpre Interlocked_breached_firmpost)
estimates store model1

quietly logit External i.(Interlocked_breached_firmpre Interlocked_breached_firmpost)
estimates store model2
suest model1 model2

test [model1_Internal]1.Interlocked_breached_firmpre = ///
    [model2_External]1.Interlocked_breached_firmpre, notest
test [model1_Internal]1.Interlocked_breached_firmpost = ///
    [model2_External]1.Interlocked_breached_firmpost, accumulate

// Also consider
rename *pre pre
rename *post pos
rename (Internal External) out#, addnumber(0)

generate `c(obs_t)' row = _n
quietly reshape long out, i(row) j(ext)
logit out i.ext##i.(pre pos), nolog
test 1.ext#1.pre, notest
test 1.ext#1.pos, accumulate

exit

[Joseph Coveney]

Sorry, I accidentally left something out of that alternative model

logit out i.ext##i.(pre pos), vce(cluster row) nolog

[Christelle Alkhoury]

Thank you Joseph!
The codes worked.