Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: testparm


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: testparm
Date   Tue, 4 Mar 2008 12:23:53 +0000 (GMT)

--- Chiara Mussida <cmussida@gmail.com> wrote:
> ok, isn't there a proper test for that decision? sorry for bothering
> again, but I want to be also econometrically confortable with my
> decision of estimating separately

If this is  the hypthesis of substantive interest you can estimate a
full interactive model, and test with -testparm- if all main effects
and all interaction terms are simultaneously equal to zero. Now, as I
repeatly stated, you cannot give this a causal interpretation so I very
much doubt whether this is a hypothesis of substantive interest. I also
repeat my point that you should not test, if you are just doing model
selection.

-- Maarten


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

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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


      __________________________________________________________
Sent from Yahoo! Mail.
A Smarter Inbox. http://uk.docs.yahoo.com/nowyoucan.html
*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index