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st: Testing coefficients across equations


From   "AJ Bostian" <ajbostian@sonomedica.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Testing coefficients across equations
Date   Fri, 7 Jun 2002 10:49:25 -0400

Dear Statalist,

I am trying to test the equality of coefficients across two equations in
the following setting.  I am running two logistic regressions (males and
females) on the presence of hyperlipidemia using identical risk factors
in each.  (i.e., "by sex: logistic hyperlip rf1 rf2 rf3") I want to test
whether the coefficients as a whole are different between males and
females, and also whether specific ones are.

I believe the -test- command is the way to do this, and, in fact, there
is a very good example for this type of thing in the -test- helpfile
using -mlogit-.  However, in the mlogit case, it appears that the
equations are automatically named 0,1,2,etc. (based on the number of
cases).  Could anyone tell me the syntax for naming an equation and also
how to access an estimate by equation name (i.e., "display _b[rf1]" for
equation 1,2,3,etc.)?

Regards,
AJ Bostian

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