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From |
Nick Winter <nw53@cornell.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Testing equality of coefficients, linear and quadratic terms |

Date |
Wed, 09 Nov 2005 22:21:25 -0500 |

Neither. You want, I think, a joint test that age1=age2 AND agesquare1=agesquared2 The -accum- option of test will let you construct this. eg, using the auto dataset gen mpgsq = mpg^2 gen f_mpg = foreign*mpg gen f_mpgsq = foreign*mpgsq reg price mpg mpgsq f_mpg f_mpgsq foreign --output omitted-- test mpg = f_mpg --output omitted-- test mpgsq = f_mpgsq, accum ( 1) mpg - f_mpg = 0 ( 2) mpgsq - f_mpgsq = 0 F( 2, 68) = 3.02 Prob > F = 0.0554 --Nick Winter At 09:15 PM 11/9/2005, you wrote:

Hello, I am familiar with the "test" procedure in Stata to test for equality of coefficients across independent samples, though have a question about the command. I would like to test for equality of two coefficients across samples, one for AGE and one for a square of the AGE term (call it AGESQUARED). Basically I would to determine if age curves are similar across samples, and would appreciate your insights about how to incorporate the squared term. Which of the following would be appropriate (if either)? test AGE1 + AGESQUARED1 = AGE2 + AGESQUARED2 or test AGE1 + (AGESQUARED1*AGESQUARED1) = AGE2 + (AGESQUARED2*AGESQUARED2) Thanks in advance for your help, Dave __________________________________ Yahoo! Mail - PC Magazine Editors' Choice 2005 http://mail.yahoo.com * * 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/

-------------------------------------------------------- Nicholas Winter 607.255.8819 t Assistant Professor 607.255.4530 f Department of Government nw53@cornell.edu e 308 White Hall falcon.arts.cornell.edu/nw53 w Cornell University Ithaca, NY 14853-4601 * * 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/

**References**:**st: Testing equality of coefficients, linear and quadratic terms***From:*Dave Kirk <DavidSKirk@rocketmail.com>

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