Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: what does increase in coefficient value over two time period indicate

From   Maarten Buis <>
Subject   Re: st: what does increase in coefficient value over two time period indicate
Date   Mon, 5 Nov 2012 12:07:28 +0100

On Mon, Nov 5, 2012 at 11:54 AM, Prakash Singh wrote:
> Suppose I run regression for two different time period for same set of
> variables and get 0.13 and .34 (both statistically significant) as
> estimated coefficient of a variable. Now I want to know that: does
> this high coefficient value in the second period indicate improvement
> in the effect of the variable on the dependent variable.

Possible, but not certain.

1) We don't know what the unit of either the dependent and independent
variable is, so we have no way of judging whether this is a
substantively meaningful or a substantively meaningless change.

2) You did not say which regression model you used. If it is a
non-linear model the comparison between periods becomes much harder,
some would say impossible.

3) We cannot say with the information you have given use whether we
can reject the hypothesis that these coefficients are equal. My
default way to perform such a test is to estimate one model and add
interaction terms, others prefer -suest-.

-- Maarten

Maarten L. Buis
Reichpietschufer 50
10785 Berlin
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index