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RE: st: question on chow test


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: question on chow test
Date   Sun, 20 Feb 2005 11:21:11 -0500

At 11:07 PM 2/19/2005 -0800, Daniel Schneider wrote:
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?
If the test statistic is insignificant, then that means that the effect of x1 does not significantly differ across groups.


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)?
I am not totally sure I follow you, but a command like

testparm g2x1 g3x1 g4x1, equal

would test whether the effects of x1 are the same in groups 2, 3, and 4.

There are potentially zillions of tests you can be doing here, so you want to be careful you aren't just capitalizing on chance.

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