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From |
"Jeff Roberts" <jeff@roberts.net> |

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

Subject |
RE: st: A test for variation in regression coefficients |

Date |
Sat, 23 Oct 2010 07:38:54 -0400 |

Michael, Thanks for quick response. I believe that is it! Thank you very much. J.Roberts -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Michael N. Mitchell Sent: Friday, October 22, 2010 11:24 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: A test for variation in regression coefficients Dear Jeff I wonder if this example does the trick for you... sysuse auto, clear rename price y rename headroom x1 rename trunk x2 rename weight x3 rename length x4 rename turn x5 regress y x1 x2 x3 x4 x5 test x1=x2 test x2=x3, accum test x3=x4, accum test x4=x5, accum So the final test yields... ( 1) x1 - x2 = 0 ( 2) x2 - x3 = 0 ( 3) x3 - x4 = 0 ( 4) x4 - x5 = 0 F( 4, 68) = 4.13 Prob > F = 0.0047 Which is the test that B1 = B2 = B3 = B4 = B5, which has 4 df and in this case is significant. Is that what you are looking for? Michael N. Mitchell Data Management Using Stata - http://www.stata.com/bookstore/dmus.html A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html Stata tidbit of the week - http://www.MichaelNormanMitchell.com On 2010-10-22 7.52 PM, Jeff Roberts wrote: > Hi, > > I am interested in a test for variation in regression coefficients. I > have a block of coefficients (20 in all) for which I'd like to show > that that the coefficient estimates vary one from another. This would > be test of the null hypothesis that Beta(i) is constant for all i. > I have constructed linear contrasts to test that each coefficient is > different from the "average" of the remaining coefficients; however, > this not really the single test statistic that I'm after. > Any thoughts would be greatly appreciated. > > Thanks and Best Regards, > J.Roberts > > > > > * > * 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/ * * 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/ * * 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/

**References**:**st: A test for variation in regression coefficients***From:*"Jeff Roberts" <jeff@roberts.net>

**Re: st: A test for variation in regression coefficients***From:*"Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>

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