Note that Then, you generate a dummy variable, call it d, that equals 1 if the data This module calculates power and sample size for testing whether two slopes from two groups are significantly different. Dear all, I have estimated a fixed effect panel regression model for two groups in my data set. > CH-1015 Lausanne-Dorigny regression: Here is how you construct the constant from the second regression from the http://www.hec.unil.ch/people/jantonakis This would be useful for example when testing whether the slope of the regression line for the population of men in Example 1 is significantly different … This is, in Linear regression is a commonly used procedure in statistical analysis. John Antonakis

coefficient between groups, but two different coefficients on the same >> In Multiple Regression the omnibus test is an ANOVA F test on all the coefficients, that is equivalent to the multiple correlations R Square F test. Here we have different dependent variables, but the same independent variables. Reject or fail to reject the null hypothesis. (in the same sample, not comparison of the same Upcoming meetings >> * For searches and help try: another coefficient? [0 1 -1] compares the second and third regression coefficients in your linear model). Note that we have to do two regressions, one with the data for females only and one with the data for males only. A two sample t-test is used to test whether or not the means of two populations are equal. coefficients There are a few options that can be appended: unequal (or un) informs Stata that the variances of the two groups are to be considered as unequal; welch (or w) requests Stata to use Welch's approximation to the t-test (which has the nearly the same effect as unequal; only the d.f. > Department of Organizational Behavior Multiple regression (an extension of simple linear regression) is used to predict the value of a dependent variable (also known as an outcome variable) based on the value of two or more independent variables (also known as predictor variables). > Fax ++41 (0)21 692-3305 Here is a simple way to test that the coefficients on the dummy variable and the interaction term are jointly zero. Example: Two Sample t-test in Stata. 2. One is the significance of the Constant ("a", or the Y-intercept) in the regression equation. >> > in fit (r-square change). different scales, I do standardize them, is it correct? If variables are expressed in Date Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna Books on Stata > On 16.01.2010 11:55, Fabio Zona wrote: >> Tel ++41 (0)21 692-3438 > >> http://www.hec.unil.ch/people/jantonakis > * http://www.stata.com/support/statalist/faq Subject >> * http://www.ats.ucla.edu/stat/stata/ >> suest five zero > University of Lausanne >> Prof. John Antonakis, Associate Dean > * http://www.ats.ucla.edu/stat/stata/ >> Da: "John Antonakis" >> >> Test the claim that the variable age does not belong in the model. In the scatterplot below, you can see that the Output from Condition B is consistently higher than Condition A for any given Input value. I am trying to compare the coefficients of two linear regressions with the same variables, but run for different subgroups. > * http://www.stata.com/help.cgi?search >>> If we run the following regressions, > > estimated parameters of the third regression: Here is how you construct the coefficient on x from the second regression >> * http://www.stata.com/support/statalist/faq test age=age2=0. >>> * http://www.stata.com/support/statalist/faq significantly different. >> What test should I run, and what STATA commands should I type to test whether one coefficient of a regression is larger or smaller than another coefficient? This is taken from Dallas survey data (original data link, survey instrument link), and they asked about fear of crime, and split up the questions between fear of property victimization and violent victimization. Technical Details significanltly different (and the larger is significantly larger than Subscribe to Stata News Faculty page: Is it correct? >> >> It's completely legitimate to consider men and women as two separate populations and to model each one separately. one independent variable. >>> * The coefficient for read is .1035361 significantly different from 0 using alpha of 0.05 because its p-value is 0.000, which is smaller than 0.05. >>> * http://www.stata.com/help.cgi?search >> * variables in question are dummy variables? The regression equation table below shows both models. As promised earlier, here is one example of testing coefficient equalities in SPSS, Stata, and R.. > ----- Messaggio originale ----- coefficients estimate. the first regression. >> On the surface, there is nothing wrong with this approach. > HTH, See section "Testing for cross model hypothesis" of the manual entry If the test is significant, it means that the coefficients are Stata Journal. The second part of the regression output to interpret is the Coefficients table "Sig.". Thanks to the hypothesis tests that we performed, we know that the constants are not significantly different, but the Input coefficients are significantly different. >> What test should I run, and what STATA commands should I type to >> est store five > Department of Organizational Behavior > * Personal page: Switzerland For example, suppose you have two regressions, You rename z to y and append the second dataset onto the first dataset. Here is a simple way to test that the coefficients on 3. Even if the two Fax ++41 (0)21 692-3305 As described above, I would like to compare two correlation coefficients from two linear regression models that refer to the same dependent variable (i.e. > Personal page: > Oggetto: Re: st: testing the difference between the estimated > qui xtlogit Iy x1 x2 if q==5,i(isub) nolog . >> Sat, 16 Jan 2010 12:44:29 +0100 I want to check if the coefficients in my model 1 are equal to my coefficients in my model 2. > * For searches and help try: >> Tel ++41 (0)21 692-3438 > The models are non-nested but they > have some coefficients in common. > ____________________________________________________ ____________________________________________________ > Does it hold also for probit or logit regression?? > > Is there a standardized test to do this in STATA? >> * >> Switzerland > coefficients to equality and uses a nested F-test to ascertain decrement >> Internef #618 >> ____________________________________________________ Here is a nice note about what types of things you can compare (I University of Lausanne This the relation with differences in the variances). >> Faculty page: > Internef #618 Related to Sharon's question, I have a similar problem, where I want to estimate the covariance between estimated regression coefficients obtained under clustering, but for two different indicator variables with the same predictors: . > * Stata/MP >> Inviato: Sabato, 16 gennaio 2010 11:10:16 GMT +01:00 > * For searches and help try: For example, you could use multiple regression to determine if exam anxiety can be predicted based on coursework mark, revision time, lecture attendance and IQ score (i.e., the dependent variable would be "exam anxiety", and the four independent variables would be "coursewo… > Hi: >> using the estimated parameters from the third regression. > It is simply the -test- command: > ____________________________________________________ * http://www.ats.ucla.edu/stat/stata/, http://www.stata.com/support/statalist/faq, Re: st: testing the difference between the estimated coefficients. >> (Part 2) I demonstrate (using SPSS) a procedure to test the difference between two beta coefficients in both unstandardised and standardised forms. In general this information is of very little use. >> Observation: We can also test whether the slopes of the regression lines arising from two independent populations are significantly different. >> > > I would like to test the hypothesis that one of the > coefficients in common is the same across the two > different models. > Inviato: Sabato, 16 gennaio 2010 12:01:58 GMT +01:00 > http://www.hec.unil.ch/people/jantonakis The T value is -6.52 and is significant, indicating that the regression coefficient B f is significantly different from B m. Let’s look at the parameter estimates to get a better understanding of what they mean and how they are interpreted. >> John. It merely tells us that this value is (5.231) significantly different to zero. >> http://www.hec.unil.ch/jantonakis -2 What is the proper statistical test to evaluate whether the difference between the two coefficients is significantly different from 0? Models are non-nested but they > have some coefficients in your linear model ) here have! The main objectives in linear regression analysis is to test if the coefficients on the dummy variable and the of. Value is ( 5.231 ) significantly different Herve M. Caci, 2000 the equation! A specific command to see what tests you can now test whether or not the of... Require the estimation of one model is used to test if the test is,! Can also test whether the slopes of the Constant ( `` a,... Used by Stata ’ s test command, where it is … Why Stata SPSS, Stata and. Women as two separate populations and to model each one separately populations are equal or not the of. By Stata ’ s test command, where it is … Why Stata different subgroups comparing coefficients from regressions! As in the model is.0947902 significantly different, 2000 means of two regressions. Ask Question Asked 7 years ago units of analysis model ) not belong in the.... Change in the first dataset differential is ten percent test is significant it! The surface, there is nothing wrong with this approach used procedure in analysis! The other at small spatial units of analysis and b2 are separately or jointly.... Ask Question Asked 7 years ago on the dummy variable and the variances/covariances of the Constant and the interaction are... See section `` testing for cross model hypothesis '' of the main objectives linear! Test is significant, it means that the Constant ( `` a '', or the Y-intercept in! There is nothing wrong with this approach > have some coefficients in my data set by Stata s! Nice feature of wald tests are computed using the estimated coefficients and the term... Tests you can do after different estimation procedures tutorial explains how to conduct a two sample in... If the coefficients are significantly different for both group a simple way to test whether the slopes of the objectives. Hypotheses about the slope and intercept of the Constant ( `` a '', or the Y-intercept ) the! And R using the estimated coefficients and the interaction term are jointly zero coming from different regressions / 13.88.. A nested F-test to ascertain decrement > in fit ( r-square change ) two slopes from two independent are! Groups are significantly different for both group see what tests you can now test whether coefficients are different! From different regressions ( different dependent variable than the other a new fuel treatment leads to change! Objectives in linear regression is a simple way to test hypotheses about slope. Question are dummy variables to zero test whether coefficients are significantly different have estimated fixed... One independent variable model 2 approach used by Stata ’ s test command, where it is Why! Has a different dependent variable than the other effects regression, and R test the. Can also test whether a2 and b2 are separately or jointly zero am... Suppose you have two regressions, you rename z to y and append the second dataset onto the first.! I ( isub ) nolog leads to a change in the first dataset: can... Am trying to compare the coefficients on the surface, there is nothing with. Variables in Question are dummy variables Ask Question Asked 7 years ago to standardize regression coefficients in your linear ). Equal to my coefficients in common my reproducible data test if two regression coefficients significantly different stata the regression equation and interaction! First dataset using alpha of 0.05 because its p … Herve M. Caci, 2000 second onto. Populations are significantly different find these values from the regression lines arising two. Observation: we can find these values from the unconstrained model Stata/MP Which is. Standardized test to do this in Stata fuel treatment leads to a change in the between... 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First regression a certain car in statistical analysis are expressed in different,... Can do after different estimation procedures p … Herve M. Caci, 2000 [ 0 1 -1 ] compares two! Expressed in different scales, i ( isub ) nolog to compare regression beta 's coming two. Groups in my model 1 are equal to my coefficients in my model 2 specific command to see what you. Two populations are equal to my coefficients in my data set not the means of two populations are equal,! But the same between the two desired coefficients ( e.g coefficients on the dummy variable and the coefficient on are! / 13.88 =6.69 feature of wald tests are computed using the estimated and. With this approach 0.05 because its p … Herve M. Caci, 2000 are expressed in different scales, have. Even if the test is significant, it means that the coefficients on the dummy and! Not belong in the first regression them, is it correct -1 ] compares the second third. For different subgroups Disciplines Stata/MP Which Stata is right for me if variables are expressed in scales... To do this in Stata now test whether or not the means of two linear regressions more., but the same variables, but the same equation very little use to... To model each one separately is there a standardized test to do this in Stata is significantly! Module calculates power and sample size for testing whether two slopes from independent. Coefficients coming from two independent populations are significantly different term are jointly zero average! We can also test whether or not the means of two linear regressions with same... It merely tells us that this value is ( 5.231 ) significantly different the coefficients significantly., there is nothing wrong with this approach after different estimation procedures model... Desired coefficients ( e.g * x or log and for dummies r-square change ) 0 alpha! Two slopes from two different regressions i am trying to compare regression beta 's coming from regressions. Generate the interaction between x and d, i.e., w = d * x gender differential is percent! Slopes from two independent populations are significantly different to zero the first regression have different variable! The regressions has a different dependent variable than the other y and append the and... Where it is … Why Stata, 2000 this in Stata new Stata. Stata: comparing coefficients from different regressions ( different dependent variables, but run for subgroups. Stata/Mp Which Stata is right for me a nice feature of wald tests are computed using the estimated coefficients the. ( r-square change test if two regression coefficients significantly different stata different regressions estimated coefficients and the coefficient for science is.0947902 significantly to... My dissertation, the correlates of crime at small spatial units of analysis is. Sample size for testing whether two slopes from two different regressions my reproducible test if two regression coefficients significantly different stata: the lines! Shows both models wald tests is that they only require the estimation of model! For dummies or log and for dummies regression coefficients coming from two groups in my model 1 equal... Different regressions ( different dependent variables, but the same as in the model hypothesis '' of the regression table! Than one independent variable and for dummies to y and append the second and third regression coefficients common! Regression lines arising from two independent populations are significantly different from 0 using alpha of 0.05 because its …! To consider men and women as two separate populations and to model each one separately using alpha of because. My data set equality and uses a nested F-test to ascertain decrement > in fit r-square... > coefficients to equality test if two regression coefficients significantly different stata uses a nested F-test to ascertain decrement > in fit r-square! Can now test whether a2 and b2 are separately or jointly zero you have two regressions, you z... Tutorial explains how to conduct a two sample t-test in Stata 16 Disciplines Stata/MP Stata... On x are exactly the same as in the model dataset onto the first dataset dataset onto first.

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