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st: Question on Chow Test and comparing regression coefficients in mi data in Stata 11


From   "McDonald, Catherine" <mcdonalc@nursing.upenn.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Question on Chow Test and comparing regression coefficients in mi data in Stata 11
Date   Fri, 11 Dec 2009 15:38:48 -0500

Hello-

I am using multiply imputed data in Stata 11 (mi format) in which I would like to compare the regression coefficients of two groups (male female). I am trying to figure out if the Chow test outlined here: http://www.stata.com/support/faqs/stat/chow.html  is appropriate for me to be doing with mi data in Stata 11.

 I see that I can do it by hand or run a regression and use test to see if certain coefficients are equal to zero. In there, there are interaction terms. I have read that with the imputation model, you need to put in the interaction terms in your imputation model if you will be using them in your data. I did not impute interaction terms. I am trying to figure out if I can do this by hand without running new imputation models, if I can run a regression like they outline without rerunning the imputation, or even follow this link http://www.ats.ucla.edu/stat/Stata/faq/compreg2.htm which also involves the creation of interaction terms. Does anyone have any direction? 

Many thanks-
Catherine McDonald





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