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RE: st: Testing the extent of difference between two coefficients in the same model


From   Erik Aadland <erikaadland@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Testing the extent of difference between two coefficients in the same model
Date   Wed, 1 Feb 2012 08:38:46 +0000

Thank you Maarten, David, Peter, Sami and Richard for your insight and suggestions.
 
I have tested both techniques (one-sided z-test and modifying the model) but will do some more testing before deciding on which one to apply.
I think I am leaning towards modifying the model.
 
Kind regards,
 
Erik.
 



> Date: Tue, 31 Jan 2012 12:34:22 +0100
> Subject: Re: st: Testing the extent of difference between two coefficients in the same model
> From: maartenlbuis@gmail.com
> To: statalist@hsphsun2.harvard.edu
> 
> On Mon, Jan 30, 2012 at 11:12 PM, David Hoaglin wrote:
> > A model in
> > which the two coefficients are equal is the same as the model in which
> > the predictor associated with that coefficient is the sum of "old" and
> > "new."
> 
> This is a trick that is often forgotten (at least in my discipline),
> but can have surprisingly useful applications beyond adding linear
> constraints to models that do not allow the -constraint- option. I
> submitted a Stata tip on this topic a couple of days ago.
> <http://www.maartenbuis.nl/wp/sumconstr.html>
> 
> -- Maarten
> 
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
> 
> 
> http://www.maartenbuis.nl
> --------------------------
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