Comparing ME inequalities across models

Examples 4.3.b and 4.3.a of Mize and Han (2025): nested models, and separate samples

The ME inequality of Mize and Han (2025) summarizes the effect of a nominal predictor in one number: the average absolute difference in the outcome across its categories. The meinequality option of mecompare adds it to the table; with two models, the Difference row tests whether the inequality changed. This page shows nested models and models fit to separate samples. The same examples, run with the meinequality command, are on the meinequality pages.

Nested models: how much of a racial-ethnic inequality is accounted for by SES?

How much of the racial-ethnic inequality in functional limitations is accounted for by education, wealth, and income? The outcome is a count of limitations in instrumental activities of daily living from the Health and Retirement Study. Fit the model with and without those variables, store both, and name them in models().

use "https://tdmize.github.io/data/data/cda_hrs", clear
(cda_hrs.dta | Health & Retirement Study 2020)
drop if missing(iadl, race4cat, collegeB, wealth_w, income_w)
(114 observations deleted)

. 
quietly nbreg iadl i.race4cat, vce(robust)
estimates store basemod
. 
quietly nbreg iadl i.race4cat i.collegeB c.wealth_w c.income_w, vce(robust)
estimates store medmod
mecompare i.race4cat, models(basemod medmod) meinequality
Predicting: Predicted mean of iadl

Marginal effects and cross-model differences (N_basemod=15609) (N_medmod=15609)

                                 |  ME #   Estimate  Robust SE      P>|z|
---------------------------------+---------------------------------------
race4cat                         |                                       
               ME Inequality     |                                       
                         basemod |     1      0.046      0.012      0.000
                          medmod |     2      0.038      0.011      0.001
                      Difference |     3      0.009      0.022      0.698
    Non-Hispani - Non-Hispan     |                                       
                         basemod |     4      0.053      0.018      0.004
                          medmod |     5     -0.049      0.018      0.006
                      Difference |     6      0.102      0.008      0.000
     Hispanic - Non-Hispanic     |                                       
                         basemod |     7      0.074      0.022      0.001
                          medmod |     8     -0.060      0.019      0.002
                      Difference |     9      0.134      0.010      0.000
    Other - Non-Hispanic Whi     |                                       
                         basemod |    10      0.033      0.036      0.349
                          medmod |    11     -0.010      0.034      0.776
                      Difference |    12      0.043      0.011      0.000

The first block is the ME inequality in each model and the Difference: the reduction in racial-ethnic inequality once education, wealth, and income are in the model. The blocks beneath it are the contrasts with the base category. metest gives the reduction as a proportion of the baseline inequality:

metest (1 - 2) / 1
                                 |  estimate         se     pvalue 
---------------------------------+--------------------------------
race4cat_MEineq                  |                                
    (basemod - medmod) / basemod |     0.187      0.436      0.667 

meinequality race4cat, models(basemod medmod) gives the same difference.

Separate samples: has the effect of religion changed over time?

When the two models are fit to different samples – different groups, or different time periods – add the groups option. Here the question is whether religious-tradition differences in willingness to let a gay man speak in public were larger before 1980 than after 2010. Two logits are fit, one per period, and groupnames() labels the rows.

use "https://tdmize.github.io/data/data/cda_gss", clear
(cda_gss.dta |  GSS 1972-2021 CDA - Categorical Data Analysis | date created 2023)
drop if missing(spkhomo, reltrad, age, woman)
(30,806 observations deleted)

. 
quietly logit spkhomo i.reltrad c.age i.woman if year < 1980, vce(robust)
estimates store premod
. 
quietly logit spkhomo i.reltrad c.age i.woman if year >= 2010, vce(robust)
estimates store postmod
mecompare i.reltrad, models(premod postmod) groups groupnames(Pre1980 Post2010) ///
          meinequality(unweighted)
Predicting: Pr(spkhomo)

Marginal effects and cross-model differences (N_Pre1980=5593) (N_Post2010=8226)

                                 |  ME #   Estimate  Robust SE      P>|z|
---------------------------------+---------------------------------------
reltrad                          |                                       
              Unwgt ME Ineq.     |                                       
                         Pre1980 |     1      0.156      0.011      0.000
                        Post2010 |     2      0.072      0.007      0.000
                      Difference |     3      0.083      0.013      0.000
    Mainline Pr - Evangelica     |                                       
                         Pre1980 |     4      0.212      0.017      0.000
                        Post2010 |     5      0.118      0.011      0.000
                      Difference |     6      0.094      0.021      0.000
    Black Prote - Evangelica     |                                       
                         Pre1980 |     7      0.075      0.026      0.004
                        Post2010 |     8     -0.003      0.018      0.883
                      Difference |     9      0.078      0.032      0.014
      Catholic - Evangelical     |                                       
                         Pre1980 |    10      0.205      0.018      0.000
                        Post2010 |    11      0.094      0.011      0.000
                      Difference |    12      0.111      0.021      0.000
        Jewish - Evangelical     |                                       
                         Pre1980 |    13      0.366      0.030      0.000
                        Post2010 |    14      0.150      0.017      0.000
                      Difference |    15      0.216      0.034      0.000
    Other Faith - Evangelica     |                                       
                         Pre1980 |    16      0.176      0.038      0.000
                        Post2010 |    17      0.070      0.017      0.000
                      Difference |    18      0.107      0.042      0.011
    Nonaffiliat - Evangelica     |                                       
                         Pre1980 |    19      0.325      0.025      0.000
                        Post2010 |    20      0.125      0.010      0.000
                      Difference |    21      0.200      0.027      0.000

The Difference row tests whether the inequality changed. It is significantly smaller after 2010 than before 1980: religious traditions have converged on this question.

unweighted compares the marginal effects alone; the default weighted version would also reflect the change in the religious makeup of the GSS between the two periods. meinequality(all) reports both.

Reference

Mize, Trenton D. and Bing Han. 2025. “Inequality and Total Effect Summary Measures for Nominal and Ordinal Variables.” Sociological Science 12: 115–157.

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