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st: RE: comparing regression coefficients across models


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: comparing regression coefficients across models
Date   Mon, 26 Jun 2006 17:38:29 +0200

This can be done with the -suest- command. See the (substantively nonsensical) example below:

*-------------begin example--------------------
sysuse auto, clear

reg price foreign
est store regprice

reg mpg weight
est store regmpg

suest regprice regmpg

test [regprice_mean]foreign=[regmpg_mean]weight
*-------------------------end example-----------------------

HTH,
Maarten

-----------------------------------------
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/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Narasimhan Sowmyanarayanan
Sent: maandag 26 juni 2006 17:29
To: statalist@hsphsun2.harvard.edu
Subject: st: comparing regression coefficients across models

Dear Statalist.

I have two models say y1 = a + bx1+cx2+e and y2 = a2 + (b1)x3+(c1)
x4+e. I want to compare if b1 = b after running the respective
regressions. I tried to store the estimates and use "test [equation1
name] _b[coefficientname] = [equation2 name] _b[coefficientname]".

I guess that stata stores only the last estimates. also when I use the
above command I get  a error

=exp required
r(100);

I am not sure what I am doing wrong. Would be grateful for pointers.

Thanks.
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