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Re: st: Chow test


From   Clive Nicholas <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Chow test
Date   Thu, 1 Apr 2010 07:17:30 +0200

Yevgeniya Kaganova wrote:

> 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?

Happily assuming that -glm- is the way to estimate your model, what's
wrong with combining those three groups to make an ordinally-measured
index variable, and then running your model with that? In the
interests of model parsimony - and being really lazy - that's what I
would do.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.

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