maybe one out there can help. I am interested in comparing the coefficients of two binary logistic models. In one nested in the other one, only one IV is the difference between the two models.

I have the theoretically based argument that some coefficients become smaller after including this one extra variable.

In Stata, I computed the two models and then did a suest (seemingly unrelated estimation) with clustered standard errors (it's a stacked dataset) and then compared the coefficients using the test command. It works all fine and the results are neat - but is it the correct approach?

Thanks in advance for any help!

Cheers,

dnh