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Re: st: test of regression coefficients


From   Robert <brummettr@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: test of regression coefficients
Date   Tue, 11 Jul 2006 08:24:26 -0500

Jeph Herrin wrote:
"Similar" can mean many things; presumably these depvars are identically
scaled, and assumed to have approximately the same distribution.
Also, when you say you want to test coefficients, presumably you
want to test whether the coefficients for the same indvar differ
between the two models.

If this describes your problem, *and* if the two models have identical
specification of the RHS then you may want to look at -mvreg- and -test-
thereafter.

HTH,
Jeph




Robert wrote:
Hi List,

I'm trying to find a way to test coefficients of common variables
between two different regressions.  I have two similar regressions,
however the dependent variables are different, though similar.  I'm
interested in testing the independents common to both.  I've found info
on Chow tests, but what I've found is used when the dependent variable
is the same for both (all) regressions.
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Thanks Jeph,

Good points. Your presumptions on my poor wording are correct, except the RHS spec differs between the two (added some variables, while removing others).

Appreciate the feedback,
Robert
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