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


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: comparing regression coefficients across two models with the same dependent variables
Date   Fri, 03 May 2013 07:58:55 -0400

James,

Stata is telling you what the problem is

you do not provide, as the FAQ requests, your command; however, if you
look at the postestimation help for -xtpoisson- (my guess as to what you
are using), you will see that the "score" option is allowed for pa
models but not for either re or fe models - my guess (and if you
supplied your command as requested I would not have to guess) is that
you are using either fe or re - -suest-, as Stata has told you, will not
work for either xtpoisson, re or xtpoisson, fe

Rich

On 5/3/13 6:18 AM, James Bernard wrote:
> 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
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