Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Re: Testing coefficients across equations


From   "Patrick Fitzgerald" <pfitzgerald@m-tag.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Re: Testing coefficients across equations
Date   Thu, 13 Jun 2002 09:24:23 +1000

I agree with Steven, except that the main effect of sex should also be
included in the model. That is, the logistic regression model you should fit
is:

logistic hyperlip rf1 sex rf1*sex rf2 rf2*sex etc

Patrick F.

----- Original Message -----
From: "Steven Stillman" <stillman@rand.org>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, June 08, 2002 9:33 AM
Subject: st: Re: Testing coefficients across equations


> There is a faq on this somewhere.  In order to test differences in
> coefficients across different groups (if done jointly for all coefficients
> it is often called a Wald Test) you need to interact your sex variable
> (coded 0/1) with all of your independent variables and then run the model
> (logistic hyperlip rf1 rf1*sex rf2 rf2*sex etc).  The coef on rf1*sex will
> then tell you if there is a difference in the effect of rf1 on hyperlip
> between genders, what it is, and whether this is significant.
>
> Steve
>
> <><><><><><><><><><><><><><><><><><><><><><><><><>
> WORK RELATED                              PERSONAL
> Email: stillman@rand.org                       Steven Stillman
> Tel: 310-393-0411 ext. 7719               Email: s.stillman@verizon.net
> Fax: 310-451-7061                              Tel: 310-268-8434
> RAND                                                 11411 Ohio Ave. #9
> Mail Stop M-15A                                 Los Angeles, CA 90025
> 1700 Main Street
> www.thestillmans.org/econ.html
> P.O. Box 2138
> Santa Monica, CA 90407-2138
> <><><><><><><><><><><><><><><><><><><><><><><><><>
> ----- Original Message -----
> From: "AJ Bostian" <ajbostian@sonomedica.com>
> To: <statalist@hsphsun2.harvard.edu>
> Sent: Friday, June 07, 2002 7:49 AM
> Subject: st: Testing coefficients across equations
>
>
> 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
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index