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


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing the difference between coefficients with interaction variables
Date   Sat, 27 Aug 2011 00:10:02 -0700

Add the "equal" option:

/****************************/
sysuse auto, clear
regress price c.mpg##i.rep78
testparm c.mpg#i.rep78, equal
/****************************/

T

On Sat, Aug 27, 2011 at 12:04 AM, Michael Crain <michaelcrain@ymail.com> wrote:
> 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/
>



-- 
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/


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