[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Martin Weiss" <martin.weiss1@gmx.de> |

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

Subject |
Re: st: AW: Question about "testparm" |

Date |
Sun, 1 Feb 2009 18:46:48 +0100 |

"Then, you would need to run your -testparm- 3 separate times: one for Var1/Var2, another for Var1/Var3, and a third for Var2/Var3." See my code segment in my earlier code: ************* webuse highschool, clear svy: regress weight height state county school test he=sch test he=state,accum test scho=state,accum ************* HTH Martin _______________________

To: <statalist@hsphsun2.harvard.edu> Sent: Sunday, February 01, 2009 5:41 PM Subject: Re: st: AW: Question about "testparm"

There is no redundancy here. What you asked Stata for was a "global" test H0: Var1 = Var2 = Var3 HA: any differenceIn other words, is any of these 3 coefficients different from any oneelse. Hence, a global test w/ 2 df.I think you are looking for the pairwise tests, ie, 3 tests H0: Var1=Var2 HA: Var1 NOT= Var2 H0: Var1=Var3 HA: not H0: Var2=Var3 HA: notThen, you would need to run your -testparm- 3 separate times: one forVar1/Var2, another for Var1/Var3, and a third for Var2/Var3.*** Comment:If these are 3 dummy variables for a 4-level nominal variable, why are youdoing this test?1. Are you interested in whether these 3 levels are the same and differentfrom the baseline? If so, a global test of var1=var2=var3 (and ifsignificant, followed by the 3 pairwise ones) would seem to be reasonable.2. If you are interested in whether the nominal variable as a whole issignificant, then this is NOT the right test. You should be testing theglobalH0: Var1=Var2=Var3=0 HA: not In other words, a 3 df test of H0: Var1=0 & Var2=0 & Var3=0 HA: not Best, CD On 1/31/2009 4:34 PM, Ted Fuller wrote:Martin, Thanks for your quick response! I confess I am still a little puzzled. Why is one constraint redundant? My three dummy variables are three categories of a nominal variable, but my nominal variable has four categories. So, knowing the value of two variables does not necessarily indicate the value of the third.If the single tests are accumulated into "one big test", that does notseem to answer my question,which was to find out if the three coefficients vary among themselves.With three coefficients,isn't that three questions (does a=b, does b=c, does a=c)? How can "onebig test" answer allthree questions?In answer to your question, "Why open the dialog box for -testparm-before "submitting youranalysis"?" it is because I am using menus rather than lines of code, andI could not see a way toask for the what I wanted in the menu for "Statistics - Survey dataanalysis - Distribution-specific models - Linear regression".Thanks. Ted At 03:59 PM 1/31/2009, you wrote:<>Stata realizes that one constraint in your specification is redundantanddisregards it, just as it should... See [R] test, page 456. You can of course accumulate the single -test-s into one big test one after the other... ************* webuse highschool, clear svy: regress weight height state county school test he=sch test he=state,accum test scho=state,accum *************As the example shows, even then Stata recognizes the redundancy in thelastline. BTW, why open the dialog box for -testparm- before "submitting your analysis"? HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Ted Fuller Gesendet: Samstag, 31. Januar 2009 21:46 An: statalist@hsphsun2.harvard.edu Betreff: st: Question about "testparm" This is probably a pretty basic question. I am using svyregress. Before submitting my analysis, I opened the dialog box for "testparm" and specified three variables and indicated that I wanted to test whether the coefficients for these three variables were equal. The output said: (1) - var1 + var2 =0 (2) - var1 + var3 =0 F(2, 338) = 13.10 Prob > F = 0.0000 I thought I was going to get three tests: (1) to see if the coefficient for var1 = coefficient for var2; (2) to see if the coefficient for var1 = coefficient for var3; (3) to see if the coefficient for var2 = coefficient for var3. But I only got one test. How can I get the three tests that I mentioned? Thanks! Ted Fuller Theodore Fuller Department of Sociology (0137) Virginia Tech Blacksburg, VA 24061 Phone: 540/231-8969 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/Theodore Fuller Department of Sociology (0137) Virginia Tech Blacksburg, VA 24061 Phone: 540/231-8969 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/-- The documents accompanying this transmission may contain confidential health or business information. This information is intended for the use of the individual or entity named above. If you have received this information in error, please notify the sender immediately and arrange for the return or destruction of these documents. Constantine Daskalakis, ScD Associate Professor, Thomas Jefferson University, Division of Biostatistics 1015 Chestnut St., Suite M100, Philadelphia, PA 19107 Tel: 215-955-5695 Fax: 215-503-3804 Email: c_daskalakis@mail.jci.tju.edu Webpage: http://www.jefferson.edu/clinpharm/biostatistics/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: AW: Question about "testparm"***From:*Constantine Daskalakis <c_daskalakis@mail.jci.tju.edu>

- Prev by Date:
**Re: st: AW: Question about "testparm"** - Next by Date:
**Re: st: Re: Cox regression** - Previous by thread:
**Re: st: AW: Question about "testparm"** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |