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Re: st: AW: Question about "testparm"
"Then, you would need to run your -testparm- 3 separate times: one for
Var1/Var2, another for Var1/Var3, and a third for Var2/Var3."
See my code segment in my earlier code:
*************
webuse highschool, clear
svy: regress weight height state county school
test he=sch
test he=state,accum
test scho=state,accum
*************
HTH
Martin
_______________________
----- Original Message -----
From: "Constantine Daskalakis" <[email protected]>
To: <[email protected]>
Sent: Sunday, February 01, 2009 5:41 PM
Subject: Re: st: AW: Question about "testparm"
There is no redundancy here.
What you asked Stata for was a "global" test
H0: Var1 = Var2 = Var3
HA: any difference
In other words, is any of these 3 coefficients different from any one
else. Hence, a global test w/ 2 df.
I think you are looking for the pairwise tests, ie, 3 tests
H0: Var1=Var2
HA: Var1 NOT= Var2
H0: Var1=Var3
HA: not
H0: Var2=Var3
HA: not
Then, you would need to run your -testparm- 3 separate times: one for
Var1/Var2, another for Var1/Var3, and a third for Var2/Var3.
*** Comment:
If these are 3 dummy variables for a 4-level nominal variable, why are you
doing this test?
1. Are you interested in whether these 3 levels are the same and different
from the baseline? If so, a global test of var1=var2=var3 (and if
significant, followed by the 3 pairwise ones) would seem to be reasonable.
2. If you are interested in whether the nominal variable as a whole is
significant, then this is NOT the right test. You should be testing the
global
H0: Var1=Var2=Var3=0
HA: not
In other words, a 3 df test of
H0: Var1=0 & Var2=0 & Var3=0
HA: not
Best,
CD
On 1/31/2009 4:34 PM, Ted Fuller wrote:
Martin,
Thanks for your quick response!
I confess I am still a little puzzled.
Why is one constraint redundant?
My three dummy variables are three categories of a nominal variable,
but my nominal variable has four categories. So, knowing the value of
two variables does not necessarily indicate the value of the third.
If the single tests are accumulated into "one big test", that does not
seem to answer my question,
which was to find out if the three coefficients vary among themselves.
With three coefficients,
isn't that three questions (does a=b, does b=c, does a=c)? How can "one
big test" answer all
three questions?
In answer to your question, "Why open the dialog box for -testparm-
before "submitting your
analysis"?" it is because I am using menus rather than lines of code, and
I could not see a way to
ask for the what I wanted in the menu for "Statistics - Survey data
analysis - Distribution-specific models - Linear regression".
Thanks.
Ted
At 03:59 PM 1/31/2009, you wrote:
<>
Stata realizes that one constraint in your specification is redundant
and
disregards it, just as it should... See [R] test, page 456. You can of
course accumulate the single -test-s into one big test one after the
other...
*************
webuse highschool, clear
svy: regress weight height state county school
test he=sch
test he=state,accum
test scho=state,accum
*************
As the example shows, even then Stata recognizes the redundancy in the
last
line.
BTW, why open the dialog box for -testparm- before "submitting your
analysis"?
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Ted Fuller
Gesendet: Samstag, 31. Januar 2009 21:46
An: [email protected]
Betreff: st: Question about "testparm"
This is probably a pretty basic question.
I am using svyregress.
Before submitting my analysis, I opened the dialog box for "testparm"
and specified three variables and indicated that I wanted to test
whether the coefficients for these three variables were equal.
The output said:
(1) - var1 + var2 =0
(2) - var1 + var3 =0
F(2, 338) = 13.10
Prob > F = 0.0000
I thought I was going to get three tests:
(1) to see if the coefficient for var1 = coefficient for var2;
(2) to see if the coefficient for var1 = coefficient for var3;
(3) to see if the coefficient for var2 = coefficient for var3.
But I only got one test.
How can I get the three tests that I mentioned?
Thanks!
Ted Fuller
Theodore Fuller
Department of Sociology (0137)
Virginia Tech
Blacksburg, VA 24061
Phone: 540/231-8969
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Theodore Fuller
Department of Sociology (0137)
Virginia Tech
Blacksburg, VA 24061
Phone: 540/231-8969
*
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* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
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Constantine Daskalakis, ScD
Associate Professor,
Thomas Jefferson University, Division of Biostatistics
1015 Chestnut St., Suite M100, Philadelphia, PA 19107
Tel: 215-955-5695
Fax: 215-503-3804
Email: [email protected]
Webpage: http://www.jefferson.edu/clinpharm/biostatistics/
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