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Re: st: to compare regression coefficient across sub-samples.

From   "roland andersson" <[email protected]>
To   [email protected]
Subject   Re: st: to compare regression coefficient across sub-samples.
Date   Sun, 13 Jan 2008 09:04:40 +0100

I am not a statistician but as noone has answered yet I can give my 2
cents just to activate the question. What you want to do is to look
for the interaction term between gender and x1 and so forth. Maybe you
can include gender with interaction terms in the model instead of
using by?

Roland Andersson

2008/1/11, Jinkuk Hong <[email protected]>:
> Hi,
> fist time posting (I'm a newbie in Stata in the early stage of learning curve).
> I have a question about comparing regression coefficients across subsamples.
> In specific, I've run multilevel regression using xtmixed for men and women
> separately, as follows:
> by gender, sort: xtmixed y x1 x2 x3 || id: x1 x2, cov (unstr) || day: cov (unstr)
>  and wanted to test if  coefficients for x1, x2, and x3 are different between
> the two groups.
> Is there any way to do this in Stata? I've checked "test" and "estimates"
> commands, but couldn't find any commands for that.
> Any help or advice will be greatly appreciated.
> Have a nice weekend,
> Jin
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