{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}