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Re: st: comparing coefficients across models


From   David Hoaglin <dchoaglin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: comparing coefficients across models
Date   Sun, 5 Aug 2012 13:10:51 -0400

Cam,

The approach in Su & Liang may not be the answer to Dalhia's question.
 They're testing for equality of the entire coefficient vector,
whereas (as I understand the models) Dalhia wants to fit the same
coefficients for the variables other than x3 and only test whether the
coefficient for x3 differs between the two groups.

I have not looked at the other two papers.

David Hoaglin

On Sat, Aug 4, 2012 at 7:50 PM, Cameron McIntosh <cnm100@hotmail.com> wrote:
> I would also suggest being wary of non-homogeneity of within-group error variance across the levels of the categorical moderator.  That can be dealt with fairly easily, however.
>
> Su, H., & Liang, H. (2010). An Empirical Likelihood-Based Method for Comparison of Treatment Effects—Test of Equality of Coefficients in Linear Models. Computational Statistics and Data Analysis, 54(4), 1079–1088.
>
> Smithson, M. (2012). A simple statistic for comparing moderation of slopes and correlations. Frontiers in Psychology, 3(231).
> http://www.frontiersin.org/Quantitative_Psychology_and_Measurement/10.3389/fpsyg.2012.00231/full
>
> Weerahandi, S. (1987). Testing Regression Equality with Unequal Variances. Econometrica, 55(5), 1211-1215.
>
> http://www.weerahandi.org/
>
> Cam

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