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Re: st: Question about comparing sqreg models


From   Milena Nikolova <[email protected]>
To   [email protected]
Subject   Re: st: Question about comparing sqreg models
Date   Wed, 21 Aug 2013 16:45:40 -0400

Hi Billy: 

Thanks for your response. I am trying to compare the coefficient estimates (mainly significance) between two models - one with, say, 10 controls (Model 1), and one with 13 controls (Model 2). 
In other words, I'd like to compare what happens to the coefficients estimates of Model 1 evaluated at, say, the median, when I add additional controls. Does this make more sense?

Thanks much,

Milena

On Aug 21, 2013, at 4:27 PM, William Buchanan wrote:

> There may be some confusion regarding the way you describe the models.  When you refer to the first model as the "truncated model" it isn't clear if you're talking about a truncated distribution or if you are just describing a simplified version of your final model.  What results are you attempting to compare between the models?  
> 
> HTH,
> Billy
> P: 401-499-9719
> 
> 
> 
> On Aug 20, 2013, at 6:42 PM, Milena Nikolova <[email protected]> wrote:
> 
>> Hello!
>> 
>> I am using Stata 11.2 for Mac and I have two regression equations (the dependent variable in each is the same and is an ordinal variable measured on a scale from 0 to 10) estimated using -sqreg- for the 10th, 25th, 50th, 75th, and 90th percentiles. Model 1 is the truncated model and Model 2 is the full model (with additional controls). My questions are: i) what is the methodologically appropriate way of comparing the results from Model 1 with those from Model 2? ii) What command could I use in Stata to get at this comparison?
>> 
>> Many thanks in advance!
>> 
>> Milena
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