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st: Chow test


From   "Kaganova, Yevgeniya" <ykaganova@rti.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Chow test
Date   Wed, 31 Mar 2010 23:56:43 -0400

Dear Statalisters, we want to justify that we can run a single model
with 3 groups of people in it (normal weight, overweight, and obese
people). We are generating coefficients on all vars for each group, then
just want to test our "disabled" variable across all the 3 groups in the
model post-estimation to see if different across the groups. The testing
for 3 groups is done the way it is explained in here
http://www.stata.com/support/faqs/stat/chow3.html 

But the model we are running is GLM Y  X  if Y>0  family(gamma)
link(log) . So the coefficients are logged. Is it OK to do is the same
way as it is done for the OLS. Can we test the 3 "disabled" coefficients
without transforming them first back to normal (unlogged) scale. Do we
have to worry about smearing factors with this GLM specification?

Thank you. yevgeniya


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