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Re: st: Comparing two models


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Comparing two models
Date   Sat, 25 Apr 2009 09:24:35 +0200

You need to do a Chow test. You can easily do this by manually (most econometrics books explain this test nicely). However, an easy way is with Stata's official -Suest- command. Here is the example from -help suest-

webuse income

regress inc edu exp if male
estimates store Male

regress inc edu exp if !male
estimates store Female

suest Male Female

test [Male_mean = Female_mean]

Hope this helps.
John.
____________________________________________________

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University of Lausanne
Internef #618
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Tel ++41 (0)21 692-3438
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On 25.04.2009 06:49, TA Stat wrote:
I have two different datasets with the same dependent and independent
variable.  For each dataset, regression analysis was used to identify
the extent to which the independent variable can predict the dependent
variable for each datasets.  What is statistics to compare those two
statistical models (from two datasets)?  I have to compare model fits
and parameter estimated such as beta-coefficients, right?

Thanks
Pete
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