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   Prakash Singh <>
To   statalist <>
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


On Mon, Nov 5, 2012 at 4:37 PM, Maarten Buis <> 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
> Reichpietschufer 50
> 10785 Berlin
> Germany
> ---------------------------------
> *
> *   For searches and help try:
> *
> *
> *
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index