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From |
Prakash Singh <prakashbhu@gmail.com> |

To |
statalist <statalist@hsphsun2.harvard.edu> |

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

Date |
Mon, 5 Nov 2012 16:47:44 +0530 |

Maarten, thanks a lot for the quick reply. I agree to your words but I was told that this is it so I thought of clarifying myself. the estimated model includes log of sector gdp (dependent variable) log of credit allocated (independent variable) and I have used Panel cointegration technique. Please let me know if more information is required Regards Prakash On Mon, Nov 5, 2012 at 4:37 PM, Maarten Buis <maartenlbuis@gmail.com> wrote: > 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 > WZB > Reichpietschufer 50 > 10785 Berlin > Germany > > http://www.maartenbuis.nl > --------------------------------- > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: what does increase in coefficient value over two time period indicate***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st: what does increase in coefficient value over two time period indicate***From:*Prakash Singh <prakashbhu@gmail.com>

**Re: st: what does increase in coefficient value over two time period indicate***From:*Maarten Buis <maartenlbuis@gmail.com>

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