{smcl}
{hline}
help for {cmd:complogit} {right:(Glenn Hoetker)}
{hline}


{title:Compare coefficients across logit equations}

{p 8 15}{cmd:complogit} {it:varlist} , {cmdab:group}{cmd:(}{it:varname}{cmd:)} [
  {cmdab:num:erator}{cmd:(}{it:varname}{cmd:)} {cmdab:den:ominator}{cmd:(}{it:varname}{cmd:)}
  {cmdab:sp:ecific}{cmd:(}{it:varname}{cmd:)} ]


{title:Description}

{p}

{cmd:complogit} allows for the accurate comparison of coefficients across
groups in a logit equation by automating the calculations discussed in Hoetker (2004; 2007).  
This help file will make little sense without reference to those articles.

{p}

In its basic application, it performs the requested logit equation on
all observations, on cases where the {it: group} variable=0 and on cases 
where it equals 1.  It then performs a logit for all observations, allowing
residual variance to differ across groups. It then tests whether residual 
variation differs across groups using a likelihood ratio and Wald chi-square 
test. Lastly, it uses a likelihood ratio test to test the null hypothesis 
that the true coefficients are the same across groups versus the alternative 
that {it:at least one} coefficient differs.

{p}

Optionally, the user may request a test of test of the null hypothesis that the 
true coefficients are the same across groups versus the alternative that 
{it:a specific} coefficient differs. To do so, specify the desired coefficient
in the {cmd:specific} option.  Note that this test assumes that all other
coefficients are equal across groups.

{p}

Optionally, the user may request a test that the ratio of two coeffiients
is the same across groups.  To do so, specify the desired variables in the
{cmd:numerator} and {cmd:denominator} options.

{p}

{title:Options}

See above


{title:Remarks}

{p}

Version 8 of Stata is required.  There is minimal error checking. 
{cmd:complogitml.ado} contains the maximum likelihood routine and is of little direct
use.  It is based on code contained in Allison (1999). Users may also wish to see the {cmd: oglm} command
of Richard Williams and his associated papers.

{title:References}

Allison, P.D. 1999. Comparing logit and probit coefficients across groups. 
{it: SMR/Sociological Methods & Research}. 28(2): 186-208.

Hoetker, G. 2004. Confounded coefficients: Accurately comparing logit 
and probit coefficients across groups.  Working paper. 
http://www.business.uiuc.edu/ghoetker/documents/Hoetker_comp_logit.pdf

Hoetker, G. 2007. The use of logit and probit models in strategic management research: Critical issues.
{it: Strategic Management Journal}. 28(4): 331-343. 

{p}

{title:Examples}

{p 16 20}{inp:. complogit y x1 x2, group(type)}{p_end}

{p 16 20}{inp:. complogit y x1 x2, group(type) num(x1) den(x2)}{p_end}

{p 16 20}{inp:. complogit y x1 x2, group(type) sp(x1)}{p_end}


{title:Author}

{p}
Glenn Hoetker, College of Business, University of Illinois at Urbana-Champaign
Email: {browse "mailto:ghoetker@uiuc.edu":ghoetker@uiuc.edu}

