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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 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
> --------------------------
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