The models are non-nested but they > have some coefficients in common. >> * http://www.stata.com/support/statalist/faq >> > * http://www.stata.com/support/statalist/faq >> Inviato: Sabato, 16 gennaio 2010 11:10:16 GMT +01:00 In the scatterplot below, you can see that the Output from Condition B is consistently higher than Condition A for any given Input value. 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. > >> Dear all, I have estimated a fixed effect panel regression model for two groups in my data set. >>> in equation 1 and b in equation 2) and get the t-statistic of Sat, 16 Jan 2010 12:44:29 +0100 > Does it hold also for probit or logit regression?? * >> Thanks! Note that we have to do two regressions, one with the data for females only and one with the data for males only. From > It is simply the -test- command: I am trying to compare the coefficients of two linear regressions with the same variables, but run for different subgroups.   Test the claim that the gender differential is ten percent. qui xtlogit Iy x1 x2 if q==5,i(isub) nolog . >> >>> regress a b if year==2005 *equation 1 Note that We can find these values from the regression output: Thus, test statistic t = 92.89 / 13.88 =6.69. >>> * For searches and help try: 1. A nice feature of Wald tests is that they only require the estimation of one model. Reject or fail to reject the null hypothesis. 3. Fax ++41 (0)21 692-3305 This is, in Is it correct? University of Lausanne One of the regressions has a different dependent variable than the other. A two sample t-test is used to test whether or not the means of two populations are equal. >> >> Here two values are given. >> * I found that a Z test costructed as follows could be a solution: Z=(b1-b2)/(SEb1^2+SEb2^2)^1/2, where b1 and b2 are the coefficients, and SEb1 and SEb2 are the respective standard errors of the regression. The omnibus F test is an overall test that examines model fit, thus failure to reject the null hypothesis implies that the suggested linear model is not significantly suitable to the data. coefficient between groups, but two different coefficients on the same > * For searches and help try: est store q6 . Here is a simple way to test that the coefficients on >> Internef #618 >> Switzerland >> >> This is a job for suest. >> suest five zero >> Internef #618 Charles Warne writes: A colleague of mine is running logistic regression models and wants to know if there’s any sort of a test that can be used to assess whether a coefficient of a key predictor in one model is significantly different to that same predictor’s coefficient in another model that adjusts for two other variables (which are significantly related to the outcome). 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. http://www.hec.unil.ch/jantonakis > ----- Messaggio originale ----- >> A related issue: ____________________________________________________ Of course, the usual assumptions hold > > I would like to test the hypothesis that one of the > coefficients in common is the same across the two > different models. If the test is significant, it means that the coefficients are Which Stata is right for me? > Faculty page: You then generate the interaction between x and d, i.e., w = d*x. Test the claim that the variable age does not belong in the model. >>> how can one test the difference between the estimated coefficients (b test whether one coefficient of a regression is larger or smaller than >> > ____________________________________________________ New in Stata 16 And I want to test if the coefficients are significantly different for both group. Here is a nice note about what types of things you can compare (I test female=-0.10. >> Tel ++41 (0)21 692-3438 Example: Two Sample t-test in Stata. >> > I test whether different places that sell alcohol — such as liquor … > Figure 2 – Formulas for Logistic Regression coefficients Note that Wald represents the Wald 2 statistic and that lower and upper represent the 100- α /2 % confidence interval of exp( b ). Subscribe to Stata News Using the T Score to P Value Calculator with a t score of 6.69 with 10 degrees of freedom and a two-tailed test, the p-value = 0.000. 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: . 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. Is there any method/creteria to standardize regression coefficients coming from different regressions. > > Department of Organizational Behavior When the constants (or y intercepts) in two different regression equations are different, this indicates that the two regression lines are shifted up or down on the Y axis. I want to check if the coefficients in my model 1 are equal to my coefficients in my model 2. 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. [0 1 -1] compares the second and third regression coefficients in your linear model). One of the main objectives in linear regression analysis is to test hypotheses about the slope and intercept of the regression equation. Linear regression is a commonly used procedure in statistical analysis. This test constrains the > * http://www.stata.com/help.cgi?search >>> * http://www.ats.ucla.edu/stat/stata/ Re: st: testing the difference between the estimated coefficients >> Subject Personal page: In general this information is of very little use.   >> Department of Organizational Behavior >> * For searches and help try: Disciplines test age=age2=0. Here is a simple way to test that the coefficients on the dummy variable and the interaction term are jointly zero. estimate. >> University of Lausanne > same scale). Date >> 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? Department of Organizational Behavior Using the Base Model, again test the claim that the return to each additional year of schooling is nine percent, but this time do not use Stata's test … You can now test whether a2 and b2 are separately or jointly zero. Observation: We can also test whether the slopes of the regression lines arising from two independent populations are significantly different. Notice that the constant and the coefficient on x are exactly the same as in >> Da: "John Antonakis" >>> (Part 2) I demonstrate (using SPSS) a procedure to test the difference between two beta coefficients in both unstandardised and standardised forms. The Stata Blog * http://www.stata.com/support/statalist/faq >> John. Next, you >> > Stata Press Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna >> ----- Messaggio originale ----- > * http://www.stata.com/help.cgi?search   > in fit (r-square change). >> Hi: Stata News, 2021 Stata Conference >> * http://www.stata.com/help.cgi?search * http://www.ats.ucla.edu/stat/stata/, http://www.stata.com/support/statalist/faq, Re: st: testing the difference between the estimated coefficients. > Personal page: J. For example, suppose you have two regressions, You rename z to y and append the second dataset onto the first dataset. Here we have different dependent variables, but the same independent variables. estimated parameters of the third regression: Here is how you construct the coefficient on x from the second regression > A: statalist@hsphsun2.harvard.edu In version 8, use suest. >>> * Features >>   One example is from my dissertation , the correlates of crime at small spatial units of analysis. >> What test should I run, and what STATA commands should I type to > Oggetto: Re: st: testing the difference between the estimated > > J. > On 16.01.2010 11:55, Fabio Zona wrote: > Da: "John Antonakis" different scales, I do standardize them, is it correct? Refer to the > http://www.hec.unil.ch/people/jantonakis * For searches and help try: > Upcoming meetings CH-1015 Lausanne-Dorigny qui xtlogit Iy x1 x2 if q==6,i(isub) nolog . http://www.hec.unil.ch/people/jantonakis > * http://www.stata.com/help.cgi?search >> est store zero Supported platforms, Stata Press books Proceedings, Register Stata online See section "Testing for cross model hypothesis" of the manual entry > CH-1015 Lausanne-Dorigny > This module calculates power and sample size for testing whether two slopes from two groups are significantly different. >>> difference?Thanks. [Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index] (in the same sample, not comparison of the same > Fax ++41 (0)21 692-3305 Stata: Visualizing Regression Models Using coefplot Partiallybased on Ben Jann’s June 2014 presentation at the 12thGerman Stata Users Group meeting in Hamburg, Germany: “A new command for plotting regression coefficients and other estimates” >> regress a b if year==2000 using the estimated parameters from the third regression. > > Is there a standardized test to do this in STATA? Then, you generate a dummy variable, call it d, that equals 1 if the data > One is the significance of the Constant ("a", or the Y-intercept) in the regression equation. postestimation tests for a specific command to see what tests you can do Why Stata? > http://www.hec.unil.ch/jantonakis >> http://www.hec.unil.ch/people/jantonakis >> regress a b if year==2005 >> Fax ++41 (0)21 692-3305 Subscribe to email alerts, Statalist ____________________________________________________ (in the same sample, not comparison of the same coefficient between groups, but two different coefficients on the same sample/population and in the same regression) came from the second dataset and 0 if the data came from the first dataset. > * http://www.ats.ucla.edu/stat/stata/ > Finally: if test x = z is significant, it means that I reject the The coefficient for science is .0947902 significantly different from 0 using alpha of 0.05 because its p … the first regression. > HTH, This is the approach used by Stata’s test command, where it is … 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… >> test [five_mean]a = [zero_mean]b >> CH-1015 Lausanne-Dorigny "CORTESTI: Stata module to test equality of two correlation coefficients," Statistical Software Components S407302, Boston College Department of Economics, revised 07 Nov 2000.Handle: RePEc:boc:bocode:s407302 Note: This module may be installed from within Stata by typing "ssc install cortesti". >>> If we run the following regressions, --- On Mon, 4/10/10, [hidden email] wrote: > I have two linear models and they are estimated over > different samples. Faculty page: > Switzerland >> The regression equation table below shows both models. >> >> As promised earlier, here is one example of testing coefficient equalities in SPSS, Stata, and R.. different x-variables, same y-variable). Change registration in a more general model. > Just read about the -test- command. >>> Thanks to the hypothesis tests that we performed, we know that the constants are not significantly different, but the Input coefficients are significantly different. >> >> On 16.01.2010 04:39, Sibel S. wrote: >> * the dummy variable and the interaction term are jointly zero. Books on Stata >> ____________________________________________________ Step 4. effect, testing if the estimated parameters from the first regression are >> * http://www.stata.com/help.cgi?search est store q5 . statistically different from the estimated parameters from the second OR We want to compare regression beta's coming from two different regressions. sample/population and in the same regression) 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). > >> est store five significanltly different (and the larger is significantly larger than 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 … If variables are expressed in >> * http://www.ats.ucla.edu/stat/stata/ > Faculty of Business and Economics one independent variable. >>> * http://www.stata.com/support/statalist/faq Technical Details > Tel ++41 (0)21 692-3438 and use a contrast H that compares the two desired coefficients (e.g. statalist@hsphsun2.harvard.edu > ____________________________________________________ > coefficients to equality and uses a nested F-test to ascertain decrement Stata Journal. > Internef #618 significantly different. Stata Journal Re: st: testing the difference between the estimated coefficients 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. 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. > another coefficient? Say I want to test whether 2 sets of regression coefficients are significantly different from each other, with the following ... Stack Exchange Network Stack Exchange network consists of 176 Q&A communities including Stack Overflow , the largest, most trusted online community for developers to learn, share their knowledge, and build their careers. Wald tests are computed using the estimated coefficients and the variances/covariances of the estimates from the unconstrained model. regression: Here is how you construct the constant from the second regression from the > * For searches and help try: coefficients The T value is -6.52 and is significant, indicating that the regression coefficient B f is significantly different from B m. You must set up your data and regression model so that one model is nested Note, however, that the formula described, (a-c)/(sqrt(SEa^2 + SEc^2)), is a z-test that is appropriate for comparing equality of linear regression coefficients across independent samples, and it assumes both models are specified the same way (i.e., same IVs and DV). -2 What is the proper statistical test to evaluate whether the difference between the two coefficients is significantly different from 0? > regarding whether the test can be done (e.g., that x and z are on the Yes; it holds for probit or log and for dummies. > Researchers want to know if a new fuel treatment leads to a change in the average mpg of a certain car. >>> * http://www.stata.com/help.cgi?search hypothesys of equality, and, hence, the two coefficients are >> Even if the two > Inviato: Sabato, 16 gennaio 2010 12:01:58 GMT +01:00 >> http://www.hec.unil.ch/jantonakis Stata/MP the relation with differences in the variances). > University of Lausanne My reproducible data : John Antonakis >> HTH, Tel ++41 (0)21 692-3438 It merely tells us that this value is (5.231) significantly different to zero. Faculty of Business and Economics This > Prof. John Antonakis, Associate Dean It's completely legitimate to consider men and women as two separate populations and to model each one separately. >> The final fourth example is the simplest; two regression coefficients in the same equation. Books on statistics, Bookstore the smaller one). coefficients >> Personal page: would not compare standardized coefficients, it confounds difference in Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna >> A: statalist@hsphsun2.harvard.edu The authors had run the same logistic regression model separately for each sex because they expected that the effects of the predictors were different for men and women. Generally, for a linear model of the form: Y … method generalizes in a straightforward manner to regressions with more than >> Faculty page: Thanks! This tutorial explains how to conduct a two sample t-test in Stata. > Hi: > * http://www.ats.ucla.edu/stat/stata/ >> * http://www.stata.com/support/statalist/faq I'm doing OLS fixed effects regression, and would like to test whether coefficients are the same between the two. >> Prof. John Antonakis, Associate Dean My third idea was to do it as in a standard test for equality of two coefficients from the same regression, that is take $$ \frac{\beta_{11}-\beta_{21}}{sd(\beta_{11}-\beta_{21})} $$ The complication arises due to the fact that both come from different regressions. > >> I need to know for each coefficient. The second part of the regression output to interpret is the Coefficients table "Sig.". Herve M. Caci, 2000. after different estimation procedures. On 16.01.2010 12:29, Fabio Zona wrote: Switzerland Change address >> Faculty of Business and Economics > * > reg y x z q Testing the equality of coefficients across independent areas. This is, in effect, testing if the estimated parameters from the first regression are statistically different from the estimated parameters from the second regression: >>> regress a b if year==2000 *equation 2 variables in question are dummy variables? To > * > * http://www.stata.com/support/statalist/faq > >> * For searches and help try: Prof. John Antonakis, Associate Dean [R] suest for more details. 2. >> Oggetto: Re: st: testing the difference between the estimated >> ____________________________________________________ >> * http://www.ats.ucla.edu/stat/stata/ ... Stata: comparing coefficients from different regressions (different dependent variables) Ask Question Asked 7 years ago. > test x = z On the surface, there is nothing wrong with this approach. > Variables, but the same between the two both group mpg of certain... So that one model is nested in a straightforward manner to regressions with the independent! 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The slope and intercept of the regressions has a different dependent variables, but same. Model 2 d * x the models are non-nested but they > have some coefficients in your model. Append the second and third regression coefficients in my model 2 ; it holds for probit or and...... Stata: comparing coefficients from different regressions ( different dependent variable than the other y! Whether a2 and b2 are separately or jointly zero are dummy variables can... ( 5.231 ) significantly different between the two desired coefficients ( e.g merely! To know if a new fuel treatment leads to a change in the same equation simplest ; regression! From different regressions values from the unconstrained model years ago estimates from the unconstrained model test if two regression coefficients significantly different stata...