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[email protected] |

To |
[email protected] |

Subject |
st: puzzling suest test of coefficients across equations |

Date |
Tue, 23 Oct 2007 21:39:50 -0400 |

Dear all, I am estimating two equations of the following (simplified) form. Equation1: Y=b0+b1x1+e Equation2: Y=b0+b1x1+b2x2+e I now want to test whether adding x2 in equation two significantly changes the coefficient of x1 (i.e., a mediation analysis a la Baron and Kenny). It should be straightforward using suest, but I get counterintuitive results. Both equations are estimated using NBREG (negative binomial) and here are the relevant estimates for x1 after suest: Suest one two Variable� � � � � � coeff� � � � � � � � �SE� � � � z� � � � � p(z) One_uspapp (equation 1): orgtype_4 |� -.2912678� �.1595529� � -1.83� �0.068 Two_uspapp (equation 2): orgtype_4 |� �-.183896� �.1528182� � -1.20� �0.229 So, orgtype_4 (my variable x1) is not significant in equation 1 and not significant in equation 2, and the coefficient is negative in both equations. Yet, according to ?test? the difference between the two coefficients is significant at 5%: . test [one_uspapp]orgtype_4=[two_uspapp]orgtype_4; ( 1)� [one_uspapp]orgtype_4 - [two_uspapp]orgtype_4 = 0 � � � � � �chi2(� 1) =� � 4.82 � � � � �Prob > chi2 =� � 0.0281 I don?t see how the difference can be significant when both coefficients are negative and not different from zero ? does anybody have an explanation? Thanks a lot for your help, Henry * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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