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


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: comparing regression coefficients across two models with the same dependent variables
Date   Thu, 02 May 2013 16:34:35 +0200

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
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