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Re: st: test of significant between coefficients


From   Andrea Rispoli <andrea.rspl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: test of significant between coefficients
Date   Tue, 27 Sep 2011 16:30:08 +0100

Richard, Nick, thank you very much

On Tue, Sep 27, 2011 at 4:12 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> I think it makes about as much sense as any other significance test.
>
> But what it means and how useful it is depend on the problem. For
> example, two predictors may both be non-significant at conventional
> levels because they are fighting for the same predictive share. The
> way forward is likely to be not to quantify the problem by yet another
>  significance test, but to try to identify the better predictor to
> use.
>
> Also, watch out. If what you are doing is looking at some significance
> test results and wondering about doing more tests, then this divides
> the world. Some deride this as data snooping and want to underline how
> bad a strategy this is for scientific inference. Others regard this as
> among the allowed tricks of intelligent data analysis in which you are
> alive to all the things the data can tell you about their structure.
> In many fields there is a sanctioned hypocrisy whereby you write up
> the last model as if it flows automatically from the hypotheses you
> now claim you had at the outset.
>
> On Tue, Sep 27, 2011 at 3:35 PM, Andrea Rispoli <andrea.rspl@gmail.com> wrote:
>
>> I am running a test of significance between two coefficients of the
>> same OLS regression.
>> My question is : if the two coefficients are not significant, does it
>> still make sense to conduct the test? I am asking because sometimes
>> while the individual coefficients are not significant the difference
>> between them is significant, so I was trying to understand the meaning
>> of this result.
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