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


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: comparing regression coefficients across two models with the same dependent variables
Date   Sat, 4 May 2013 13:32:23 +0100

Depends what you want to do. I missed the focus on -xt- in my first
reply. Perhaps -xtgee- is closer to what you want.
Nick
[email protected]


On 4 May 2013 09:27, James Bernard <[email protected]> wrote:
> Thanks Nick,
>
> The command you suggested solved the issue. But, may I check if the
> -glm with the proper link function etc is a legitimate substitute for
> -xtpoisson?
>
> Thanks,
> James
>
> On Fri, May 3, 2013 at 7:04 PM, Nick Cox <[email protected]> wrote:
>> Try -glm, link(log) f(poisson)- instead.
>>
>> Many earlier comments (e.g. from David Hoaglin) still apply, it seems to me.
>>
>> Nick
>> [email protected]
>>
>> On 3 May 2013 11:18, James Bernard <[email protected]> wrote:
>>
>>> 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
>>
>>  On Thu, May 2, 2013 at 10:34 PM, John Antonakis <[email protected]> wrote:
>>
>>>>
>>>> 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.
>>
>> On 02.05.2013 16:12, James Bernard wrote:
>>
>>>>> 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)
>>>>>
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