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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:

If the test statistic is insignificant, then that means that the effect of x1 does not significantly differ across 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?

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

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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**Follow-Ups**:**RE: st: question on chow test***From:*"Daniel Schneider" <daniel.schneider@stanford.edu>

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

**RE: st: question on chow test***From:*"Daniel Schneider" <daniel.schneider@stanford.edu>

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