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st: RE: Clogg, Petkova, and Haritou (1995)


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Clogg, Petkova, and Haritou (1995)
Date   Tue, 30 May 2006 10:06:07 +0200

--- Rob Baller wrote:
> I would like to compare coefficients, on the same independent
> variable, between two nested models.  For example, I want to know if the b2
> coefficients shown below are significantly different from each other:
> 
> y = b1x1 + b2x2
> y = b1x1 + b2x2 + b3x3
> 
> The routines described by Clogg, Petkova, and Haritou (1995) AJS are what I
> want to implement. 

Rob:
I am not familiar with this method, but a quick look at the 
article shows that their method uses only  quantities that
-regress- returns after you estimate a model, so you can
easily do it yourself, like the example below:
HTH,
Maarten

*---------- begin example ----------
sysuse auto, clear
reg price mpg
scalar b = _b[mpg]
scalar vb = _se[mpg]^2
scalar ve = e(rmse)^2

reg price mpg foreign
scalar d = scalar(b)-_b[mpg]
scalar se = sqrt(_se[mpg]^2-scalar(vb)*e(rmse)^2/scalar(ve))
di scalar(d)
di scalar(se)
*------------ end example -----------

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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