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From |
Evelyn Ersanilli <evelyn.ersanilli@qeh.ox.ac.uk> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: testing the equivalance of the coefficient of the same variable in two (nested) models |

Date |
Sat, 14 Aug 2010 23:20:05 +0100 |

Dear statalisters, I want to test whether the estimated coefficient of a variable (a dummy variable, let's call it X) is the same in two models. In the second model I add three additional variables, and I want to know whether the observed decrease in size of the estimated coefficient of X is significant. X has a significant effect in both models, but in the second model the estimated coefficient is smaller than in the first model. Based on a search through the statalist archives I wrote the following command lines; ************************** local controls "(varlist)" reg hcident `controls' if genb>1 & nomiss2==1 est sto hc1 reg hcident `controls' seet seehc dscrfrq if genb>1 & nomiss2==1 est sto hc0 suest hc0 hc1 test [hc0_mean]X=[hc1_mean]X **************************** (In case you are wondering: X is significant in both models at p<.001. I used markout to run both models on the same sample) I have two questions 1. What does the '_mean' mean? Is it the mean of the size of the estimation of X or the mean of something else? If I leave it out or replace it by '_b' or 'coef' I get an error message. 2. The test is significant (Prob > chi2 = 0.0001), so the H0 [hc0_mean]X=[hc1_mean]X is refuted. I interpret this as meaning that the three variables I add in the second model (seet seehc dscrfrq) in part account for the effect of X. Is this a correct interpretation? Many thanks Kind regards, Evelyn Evelyn Ersanilli Research Officer EUMAGINE project International Migration Institute (IMI) University of Oxford Tel: +44 (0) 1865 271925 www.eumagine.org * * 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/

**Follow-Ups**:**Re: st: testing the equivalance of the coefficient of the same variable in two (nested) models***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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