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From |
"Brent Fulton" <fultonb@berkeley.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: testing equality of parameter estimates across two models--suest followed by test |

Date |
Wed, 25 Jun 2008 11:51:06 -0700 |

Hi, I am using Stata 9.2 and wanted to test whether the parameter estimate for the variable "hispanic" was statistically different in model 1 as compared to model 2. I assume that -suest- followed by -test- is the appropriate procedure, but it is giving me puzzling results. How is it possible when the estimates only differ by 0.017 that the p-value of the Wald test is remarkably low at 0.0991? It must be the case that the standard error of the 0.017 statistic is very low, but I'm not sure how that's possible given that the standard errors of the parameter estimates in both models were 0.347. I'd appreciate your advice. code: svy, subpop(if sample1==1): logit adhd_d $ind1a `geodummies' estimates store m1a svy, subpop(if sample1==1): logit adhd_d $ind1b `geodummies' estimates store m1b suest m1a m1b, svy test [m1a]hispanic=[m1b]hispanic output: m1a--hispanic parameter, (se), (p-value): -0.310 (0.347) (0.372) m1b--hispanic parameter, (se), (p-value): -0.327 (0.347) (0.346) Adjusted Wald test (testing equality of hispanic parameter estimates) F( 1, 78762) = 2.72 Prob > F = 0.0991 Thanks, Brent Fulton p.s. note that is a similar question to the link below, but no answer was posted http://www.stata.com/statalist/archive/2007-10/msg00870.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/

**Follow-Ups**:**Re: st: testing equality of parameter estimates across two models--suest followed by test***From:*"Tim Wade" <wadetj@gmail.com>

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