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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 11:55:58 +0000 |

Thanks again. When performing the one-sided z-test of one of my new coeff >= old coeff sets, I get a non-significant result from the Wald test in the first step. I.e. prob > chi2 = 0.15. This result suggests that I cannot reject the equality hypothesis for this set of coefficients. However, in the second step, I get a p-value that is larger than .05 suggesting that I cannot reject the hypothesis that new coeff >= old coeff. Do these results simply suggest that the I cannot rule out that the coefficients are equal? Should I pay equal attention to both steps in the test, or do I focus on the results obtained in the second step? Sincerely, Erik. > Date: Wed, 1 Feb 2012 10:08:03 +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 Wed, Feb 1, 2012 at 9:38 AM, Erik Aadland wrote: > > 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. > > The trick is that there should not be a contradiction between the two. > They are just different ways of attaining exactly the same results. > > -- Maarten > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > > http://www.maartenbuis.nl > -------------------------- > * > * 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/

**Follow-Ups**:**RE: st: Testing the extent of difference between two coefficients in the same model***From:*Nick Cox <n.j.cox@durham.ac.uk>

**Re: st: Testing the extent of difference between two coefficients in the same model***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**RE: st: Testing the extent of difference between two coefficients in the same model***From:*Erik Aadland <erikaadland@hotmail.com>

**Re: st: Testing the extent of difference between two coefficients in the same model***From:*Maarten Buis <maartenlbuis@gmail.com>

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