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Re: st: comparing coefficients using suest (same sample, same DV)


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: comparing coefficients using suest (same sample, same DV)
Date   Tue, 14 Aug 2012 10:00:53 -0500

At 06:30 AM 8/14/2012, Maarten Buis wrote:
On Tue, Aug 14, 2012 at 2:31 AM, Sauermann, Henry wrote:
> I estimate two regressions using the same sample:
>
> (1)     Y=b1x1+e1
> (2)     Y=b1x1+b2x2+e2
>
> and would like to test the difference in b1 across the two models.

This is what "SEM-people" call the indirect effect of x1 through x2 on
y. You can get that by estimating your model in Stata with -sem- and
than use -estat teffects- to see the decomposition of the total effect
of x1 into a direct and indirect effect. See -help sem- and -help
estat teffects-.

Hope this helps,
Maarten

Of course, it could be that x2 is a common cause of x1 and x2, in which case, instead of it being an indirect effect, it would represent spurious association. But for Henry's purposes he could treat it as an indirect effect, and do something like this, I think:

use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";, clear
sem  (yr89 -> ed) (yr89 ed -> warm) , nocapslatent
estat teffects

Maarten, am I correct in saying that, if the indirect effect of the x1 variable (in this case yr89) is statistically significant, you would conclude that b1 is different in the two models? Or is there some other aspect to this that I am missing?


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Richard Williams, Notre Dame Dept of Sociology
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