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Say I have a categorical variable concerning the voting intention for ten parties, and I want to run two separate (logit) models for the voting intention of two parties in particular, Party A and Party B. I've thus created two different DVs: a dummy for A (Vote for A=1, All others=0) and a similar dummy for B. These are my two very simple models (dataset is the same for both models):  

Model 1= logit VotePartyA EconomyIndex Sociallndex Ideology age i.gender i.education i.job i.area

Model 2= logit VotePartyB EconomyIndex Sociallndex Ideology age i.gender i.education i.job i.area

My hypothesis concerns the first two IVs, both continuous (and standardized). Party A is economically-oriented, whereas Party B is socially-oriented. Their preferred policy Index is positive and significant, but I also expect that the effect of the EconomyIndex on the vote for Party A will be greater than it will be the effect of the SocialIndex on the vote for Party B. To test this hypothesis  I've run a test of equality between the coefficient of EconomicIndex for Party A (in Model 1) and the coefficient of SocialIndex for Party B (in Model 2), i.e. on Stata, after using suest, I've run:

test [Model1_PartyA]EconomyIndex=[Model2_PartyB]SocialIndex

My question is very trivial: is it correct to validate my hypothesis using a test of equality of coefficients of two different variables across two models that have the same independent variables but - clearly - differ on their DVs?

I've found a lot of examples for comparing the coefficients of the same variable across different models, or comparing different variables in the same model, but I am struggling to find something similar... So I was wondering if I messed something up, which probably I did.

Many thanks in advance!

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1 Answer 1

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I think the index function coefficients from the logits themselves are not comparable, it would be much better to compare the average marginal effects instead. The scales are not the same across the two models, so you need to go back to probabilities to compare.

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