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Re: st: Chow test as a solution for testing of equality of coefficients across two separate samples.


From   natasha agarwal <agarwana2@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Chow test as a solution for testing of equality of coefficients across two separate samples.
Date   Sat, 3 Jul 2010 07:39:51 +0100

On Wed, Jun 23, 2010 at 9:47 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- On Wed, 23/6/10, natasha agarwal wrote:
>> Can you conclude that the sum is significantly different
>> from zero then?
>
> No, you will have to explicitly test for it:
> test vara + varb = 0
>
> or:
> lincom vara + varb
>
> (vara and varb are ofcourse the variable names of your main
> effect and the interaction effect)

supposing vara is the constant (which constitutes the base dummy) and
it is insignificant but the varb is the dummy included in the
regression which is significant, can you still go ahead with lincom?

and if you can, then supposing I go ahead with lincom vara+varb and
the resulting test statistics is insignificant, can I go ahead then
concluding that varb is insignificant and drop the same from the
regression?

Thanks
Natasha


> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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