In the second pair, you should not expect the coefficients b0, b1, b2
to be the same unless you put in all the relevant interactions: for
the pair of models including a quadratic term for time, you would have
to include variables (time^2*hvptb) and (time^2*hvinf) respectively.
On 12/23/05, [email protected] <[email protected]> wrote:
> Dear Statalisters,
> Log(crh)= b0 + b1*time + b2*hvptb + b3*(time*hvptb).
> Log(crh)= b0 + b1*time + b2*hvinf + b3*(time*hvinf).
> In both these models, the intercept and the coefficient for time are same ie, b0 and b1 is same in both the regression models.
>
> In both the above regression models, I included a quadratic term for time, modifying the models as given below:
> Model-1: Log(crh)= b0 + b1*time + b2*time^2 + b3*hvptb + b4*(time*hvptb).
> Model-2: Log(crh)= b0 + b1*time + b2*time^2 + b3*hvinf + b4*(time*hvinf).
>
> On estimating the models I find that the values of b0 and b1 are not the same for the two models.
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