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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 15:32:47 -0500

At 03:06 PM 2/20/2005 -0500, Richard Williams wrote:
I'd probably want to run the single regression. I'd also probably want to focus on the most critical contrasts, e.g. do the effects of x1-x4 differ across groups or don't they? If you do want to try out all the different possibilities, you should go for more stringent significant levels. But, the more complicated you make this, the more difficult it will be to interpret, and the more likely you are to come up with results that may be ideosyncratic to your data set. Just my opinion, others may disagree.
Just to follow up on my own message: for a single variable, you have 6 potential contrasts: Group 4 v. 3, 4 v. 2, 4 v. 1, 3 v.2, 3 v. 1, 2 v. 1. And, you have 4 variables, so that is 24 potential contrasts. Plus, you are thinking about making comparisons across variables, which potentially adds dozens more contrasts. I would want to be careful that my discussion didn't wind up sounding like a random collection of significant results, e.g. x1 had a significantly larger effect on group 3 than it did on the others, but x2 had larger effects on groups 1 and 2 than it did on 3 and 4, but x3 on the other hand...Much tidier is something like x1, x2, x3 and x4 consistently had larger effects on group 3 than they did for the other groups.

Of course, a more scattered pattern might actually make sense if it was consistent with what you hypothesized; but personally I don't like seemingly random results and I often suspect they are more flukes than real differences.

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