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


From   James Bernard <jamesstatalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: comparing regression coefficients across two models with the same dependent variables
Date   Thu, 2 May 2013 23:25:36 +0800

Richard,

W and Z can be different or the same. In my case, they are the same. I
am comparing b0 of in two models where they are tested on a sample
split by low and high of another variable.

Interaction term is not easily interpretable in non-linear models

On Thu, May 2, 2013 at 10:40 PM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> So, to be clear, W and Z are two different variables? Why? And, you aren't just comparing different models, you are comparing different models that have been estimated for different groups? Also what do you have against using interaction terms?
>
> Sent from my iPad
>
> On May 2, 2013, at 10:12 AM, James Bernard <jamesstatalist@gmail.com> 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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