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Re: st: How to test whether coefficient change between two models significant


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to test whether coefficient change between two models significant
Date   Tue, 7 Jun 2011 12:18:54 +0200

On Tue, Jun 7, 2011 at 12:01 PM, Bluesman Wood  wrote:
> I have two linear regression models A and B:
>
> A:
> attribute = c + explanatory_var1
>
> B:
> attribute = c + explanatory_var1 + explanatory_var2
>
>
> Given that I know both explanatory variables are significant, I would like to know a way of testing whether the regression coefficient for explanatory_var1 changes significantly when I add in explanatory_var2.
>
> Does anyone know a test for this that I could perform in Stata?

That boils down to the hypothesis that there is no indirect effect of
explanatory_var1 through explanatory_var2. There is a discussion on
how to perform such a test at:
<http://www.ats.ucla.edu/stat/stata/faq/sgmediation.htm>

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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