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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   Fri, 3 May 2013 18:18:01 +0800

Hi John,

Thanks for your helpful suggestion. It seems -suest- is the
solution.... but I am getting errors:

But before I elaborate: I got some info form this link and tried the
steps:     http://www.ats.ucla.edu/stat/stata/code/suest.htm

I am using -suest- on a panel Poisson model

I run model 1 and store its estimates using est store [name 1]

then model 2 and store its estimates as [name2]

and then using -suest  [name1] [name2]

this is the error I get:

unable to generate scores for model low
suest requires that predict allow the score option
r(322);

Please note that low is the name of the stored estimates

What can I do?

Thanks,
James










On Thu, May 2, 2013 at 10:34 PM, John Antonakis <John.Antonakis@unil.ch> wrote:
> 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/
>
>
> *
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> *   http://www.ats.ucla.edu/stat/stata/
*
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