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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 00:43:38 -0700 (PDT)

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


The output from this code seems to be testing the joint significance of:
group 2 - group 3 = 0
group 2 - group 4 = 0
group 2 - group 5 = 0


I don't see these results testing:
group 3 - group 4 = 0
group 4 - group 5 = 0

Am I misinterpreting?


--- 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, 3:10 AM
> 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/
>


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
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