I agree with Steven, except that the main effect of sex should also be
included in the model. That is, the logistic regression model you should fit
is:
logistic hyperlip rf1 sex rf1*sex rf2 rf2*sex etc
Patrick F.
----- Original Message -----
From: "Steven Stillman" <[email protected]>
To: <[email protected]>
Sent: Saturday, June 08, 2002 9:33 AM
Subject: st: Re: Testing coefficients across equations
> There is a faq on this somewhere. In order to test differences in
> coefficients across different groups (if done jointly for all coefficients
> it is often called a Wald Test) you need to interact your sex variable
> (coded 0/1) with all of your independent variables and then run the model
> (logistic hyperlip rf1 rf1*sex rf2 rf2*sex etc). The coef on rf1*sex will
> then tell you if there is a difference in the effect of rf1 on hyperlip
> between genders, what it is, and whether this is significant.
>
> Steve
>
> <><><><><><><><><><><><><><><><><><><><><><><><><>
> WORK RELATED PERSONAL
> Email: [email protected] Steven Stillman
> Tel: 310-393-0411 ext. 7719 Email: [email protected]
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> ----- Original Message -----
> From: "AJ Bostian" <[email protected]>
> To: <[email protected]>
> Sent: Friday, June 07, 2002 7:49 AM
> Subject: st: Testing coefficients across equations
>
>
> Dear Statalist,
>
> I am trying to test the equality of coefficients across two equations in
> the following setting. I am running two logistic regressions (males and
> females) on the presence of hyperlipidemia using identical risk factors
> in each. (i.e., "by sex: logistic hyperlip rf1 rf2 rf3") I want to test
> whether the coefficients as a whole are different between males and
> females, and also whether specific ones are.
>
> I believe the -test- command is the way to do this, and, in fact, there
> is a very good example for this type of thing in the -test- helpfile
> using -mlogit-. However, in the mlogit case, it appears that the
> equations are automatically named 0,1,2,etc. (based on the number of
> cases). Could anyone tell me the syntax for naming an equation and also
> how to access an estimate by equation name (i.e., "display _b[rf1]" for
> equation 1,2,3,etc.)?
>
> Regards,
> AJ Bostian
>
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