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.
____________________________________________________
Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en
Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________
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
*
* 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/
