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From |
"Daniel Schneider" <daniel.schneider@stanford.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: question on chow test |

Date |
Sat, 19 Feb 2005 23:07:42 -0800 |

I've got a follow-up on this one: My model looks like this: regress y x1 g2 g3 g4 g2x1 g3x1 g4x1 g2x2 g3x2 g4x2 x3 x4 I have more than one group and I have more than one variable that differ and some control variables that should not vary across groups. I know that with testparm g2 g3 g4 g2x1 g3x1 g4x1 g2x2 g3x2 g4x2 I can test if the variables all together do vary across the groups. But how can I test if, for example, the subgroup of x1 is differing across groups. Is testparm g2x1 g3x1 g4x1 Is this the correct way to do the test? Secondly, can I use the differences between g2x1 <-> g3x1 <-> g4x1 to describe the "strength" of the differences (amount of difference, in the same meaning as effect strength compared to statistical significance)? Daniel > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Richard Williams > Sent: Saturday, February 19, 2005 9:27 PM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: question on chow test > > > At 11:27 PM 2/19/2005 -0800, jiang.107 wrote: > >Hi all, any expert in chow test? I've got a question and would > >appreciate > >any insight-- > > > >This is from the STATA FAQ: > >to estimating the separate models > > y = a1 + b1*x1 + c1*x2 + u for group == 1 > > y = a2 + b2*x1 + c2*x2 + u for group == 2 > > > > . gen g2 = (group==2) > > . gen g2x1 = g2*x1 > > . gen g2x2 = g2*x2 > > . regress y x1 x2 g2 g2x1 g2x2 > > > > > >My problem is that I've got lots of control variables on the > right hand > >side(x1,x2....x15). I'm only interested in x1 and I wanna > test if the > >coefficient of x1 is significantly different for the two groups. > > From the STATA FAQ, it looks like I need to interact each > variable with > > the group dummy, which is awkward with too many control > variables in my > > case when I only wanna test for x1. > > Are you sure you want to let the effects of all the Xs differ across > groups? If not, you could just do > > regress y x1 g2 g2x1 x2 x3 x4 etc. > > The T value for g2x1 will tell you whether the slopes differ across > groups. Use > > test g2 g2x1 > > if you want to see whether both the slopes and intercept differ. > > If you want to let the effects of all variables differ across > groups, the > -xi- command will save you a little typing. > > * > * 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/

**Follow-Ups**:**RE: st: question on chow test***From:*Richard Williams <Richard.A.Williams.5@nd.edu>

**References**:**Re: st: question on chow test***From:*Richard Williams <Richard.A.Williams.5@nd.edu>

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