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Re: st: Comparing mean of two regression models


From   David Ashcraft <ashcraftd@rocketmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Comparing mean of two regression models
Date   Sun, 11 Dec 2011 00:11:37 -0800 (PST)

Thanks a lot Joerg,

It worked. Please advise, if I want to compare the intercepts rather than slopes than hat should I do?
David


----- Original Message -----
From: Joerg Luedicke <joerg.luedicke@gmail.com>
To: statalist@hsphsun2.harvard.edu
Cc: 
Sent: Sunday, December 11, 2011 10:02:31 AM
Subject: Re: st: Comparing mean of two regression models

Why not using a y2Xdummy interaction term?

However, if you want to do it that way you could use -suest-. Here is
an example:

*----------------------------------
sysuse auto
reg price mpg if foreign==0
est sto m1
reg price mpg if foreign==1
est sto m2
suest m1 m2, coefl
test _b[m1_mean:mpg]=_b[m2_mean:mpg]
*----------------------------------

Joerg

On Sun, Dec 11, 2011 at 1:05 AM, David Ashcraft
<ashcraftd@rocketmail.com> wrote:
> This question seems dumb to me but somehow I am messed up. I am trying to compare the coefficients of two models. The data set is divided among two group by a dummy variable.
>
> reg y1 y2 if dummy==0
> est store con
> reg y1 y2 if dummy==1
> est store imf
> test [con_y2=imf_y2]
>
> I get the following response after the last command
>
> equation con_y2 not found
> r(303);
>
> Can somebody guide me where I am wrong or how should I perform this test?
> Regards
>
> David
>
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