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From |
Suryadipta Roy <sroy2138@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sat, 4 May 2013 13:18:06 -0400 |

James, On interpretation of interaction terms in non-linear models, you might want to read the following paper carefully: "Interaction terms in nonlinear models", by Pinar Karaca-Mandic, Edward C. Norton, and Bryan Dowd, published in Health Services Research 47:1, Part I (February 2012). Best, Suryadipta. Suryadipta Roy, PhD Assistant Professor of Economics Phillips School of Business - 210 High Point University 833 Montlieu Avenue High Point, NC 27262. 336-841-9163. Web: http://acme.highpoint.edu/~sroy/ On Sat, May 4, 2013 at 8:32 AM, Nick Cox <njcoxstata@gmail.com> wrote: > > 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 > njcoxstata@gmail.com > > > On 4 May 2013 09:27, James Bernard <jamesstatalist@gmail.com> 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 <njcoxstata@gmail.com> wrote: > >> Try -glm, link(log) f(poisson)- instead. > >> > >> Many earlier comments (e.g. from David Hoaglin) still apply, it seems to me. > >> > >> Nick > >> njcoxstata@gmail.com > >> > >> On 3 May 2013 11:18, James Bernard <jamesstatalist@gmail.com> 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 <John.Antonakis@unil.ch> 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) > >>>>> > >> * > >> * 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/ > > * > > * 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/ > * > * 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/ * * 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/

**References**:**st: comparing regression coefficients across two models with the same dependent variables***From:*James Bernard <jamesstatalist@gmail.com>

**Re: st: comparing regression coefficients across two models with the same dependent variables***From:*John Antonakis <John.Antonakis@unil.ch>

**Re: st: comparing regression coefficients across two models with the same dependent variables***From:*James Bernard <jamesstatalist@gmail.com>

**Re: st: comparing regression coefficients across two models with the same dependent variables***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: comparing regression coefficients across two models with the same dependent variables***From:*James Bernard <jamesstatalist@gmail.com>

**Re: st: comparing regression coefficients across two models with the same dependent variables***From:*Nick Cox <njcoxstata@gmail.com>

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