Re: st: comparing regression coefficients across two models with the same dependent variables

[John Antonakis <John.Antonakis@unil.ch>]

Hi:

This is easily and correctly done with Stata's -suest- command. You can 
test for differences in coefficients across equations as well as sets of 
coefficients, including intercepts.

Best,
J.

__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management

Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________

On 02.05.2013 16:12, James Bernard wrote:
> Hi all,
>
> This may seem simple, but the seems to be no consensus on it. I have
> two regressions with the same dependent variables
>
> I want to compare the same independent variable across these two models:
>
> Y=a+b0X+b1Z
> Y=a+b0X+b1W
>
> Now, I want to compare b0 across these two models. Any idea if this
> can be done in Stata?
>
> Comparing two coefficients in the same model is rather discussed and
> clear, but how about the case I mentioned? (the reason I am doing this
> is that I am splitting my sample instead of using interaction effects)
>
> I appreciate your help
>
> James
> *
> *   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/