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


From   Michael Crain <michaelcrain@ymail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing the difference between coefficients with interaction variables
Date   Sat, 27 Aug 2011 00:04:42 -0700 (PDT)

Yes, I see this is testing for differences between the base group
compared to each of the other groups:

base group - group 2 = 0
base group - group 3 = 0
etc.

I am trying to test not only base group - group 2 = 0,
but also: group 2 - group 3 = 0

Can examining coefficients between groups other than the base group be
done in a straightforward way?


--- On Sat, 8/27/11, Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> wrote:

> From: Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
> Subject: Re: st: Testing the difference between coefficients with interaction variables
> To: statalist@hsphsun2.harvard.edu
> Date: Saturday, August 27, 2011, 2:28 AM
> 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/
> 


*
*   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/


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