Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Testing the difference between coefficients with interaction variables |

Date |
Fri, 26 Aug 2011 23:28:01 -0700 |

Here is an example: /****************************/ sysuse auto, clear regress price c.mpg##i.rep78 testparm c.mpg#i.rep78 /****************************/ This tests whether or not the coefficient on "mpg" is significantly different across categories of "rep78". In this case, you are unable to reject the hypothesis that they are indistinguishable from the coefficient of "mpg" for the base group. T On Fri, Aug 26, 2011 at 11:12 PM, Michael Crain <michaelcrain@ymail.com> wrote: > I know testing the difference between coefficients of variables is > straightforward: > > reg y x1 x2 x3 > test x1 = x2 = x3 > > Is the test as straightforward for examining coefficients in models > with interactions variables? > > reg y x1 x2 x3 x1*x2 x1*x3 > > where: > > x2 and x3 are dummy variables that identify groups > > the base group is when x2=0 and x3=0, group 2 > is when x2=1 and x3=0, group 3 is when x2=0 and x3=1 > > I am interpreting the effect of the base group as x1's coefficient. The > effect of group 2 is the sum of coefficients of the x1 and x1*x2 > variables. Lastly, the effect of group 3 is the sum of coefficients of > the x1 and x1*x3 variables. > > Now, I want to examine whether the effects of the three groups are > different. > > Is the test: > > test x1 = x1*x2 = x1*x3 > > * > * 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/ > -- Tirthankar Chakravarty tchakravarty@ucsd.edu tirthankar.chakravarty@gmail.com * * 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 difference between coefficients with interaction variables***From:*Michael Crain <michaelcrain@ymail.com>

**References**:**st: Testing the difference between coefficients with interaction variables***From:*Michael Crain <michaelcrain@ymail.com>

- Prev by Date:
**st: Testing the difference between coefficients with interaction variables** - Next by Date:
**st: correction of endogeneity on stata** - Previous by thread:
**st: Testing the difference between coefficients with interaction variables** - Next by thread:
**Re: st: Testing the difference between coefficients with interaction variables** - Index(es):