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RE: st: question on chow test
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 like
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
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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