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From |
Fabio Zona <[email protected]> |

To |
[email protected] |

Subject |
Re: st: testing the difference between the estimated coefficients |

Date |
Sat, 16 Jan 2010 12:29:27 +0100 (CET) |

Does it hold also for probit or logit regression?? Even if the two variables in question are dummy variables? If variables are expressed in different scales, I do standardize them, is it correct? Finally: if test x = z is significant, it means that I reject the hypothesys of equality, and, hence, the two coefficients are significanltly different (and the larger is significantly larger than the smaller one). Is it correct? Thanks! ----- Messaggio originale ----- Da: "John Antonakis" <[email protected]> A: [email protected] Inviato: Sabato, 16 gennaio 2010 12:01:58 GMT +01:00 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna Oggetto: Re: st: testing the difference between the estimated coefficients Hi: It is simply the -test- command: reg y x z q test x = z Just read about the -test- command. This test constrains the coefficients to equality and uses a nested F-test to ascertain decrement in fit (r-square change). Of course, the usual assumptions hold regarding whether the test can be done (e.g., that x and z are on the same scale). HTH, J. ____________________________________________________ Prof. John Antonakis, Associate Dean Faculty of Business and Economics Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 Faculty page: http://www.hec.unil.ch/people/jantonakis Personal page: http://www.hec.unil.ch/jantonakis ____________________________________________________ On 16.01.2010 11:55, Fabio Zona wrote: > A related issue: > What test should I run, and what STATA commands should I type to test whether one coefficient of a regression is larger or smaller than another coefficient? (in the same sample, not comparison of the same coefficient between groups, but two different coefficients on the same sample/population and in the same regression) > Thanks! > > > > ----- Messaggio originale ----- > Da: "John Antonakis" <[email protected]> > A: [email protected] > Inviato: Sabato, 16 gennaio 2010 11:10:16 GMT +01:00 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna > Oggetto: Re: st: testing the difference between the estimated coefficients > > Hi: > > This is a job for suest. > > regress a b if year==2005 > est store five > > regress a b if year==2000 > est store zero > > suest five zero > test [five_mean]a = [zero_mean]b > > HTH, > John. > > ____________________________________________________ > > Prof. John Antonakis, Associate Dean > Faculty of Business and Economics > Department of Organizational Behavior > University of Lausanne > Internef #618 > CH-1015 Lausanne-Dorigny > Switzerland > > Tel ++41 (0)21 692-3438 > Fax ++41 (0)21 692-3305 > > Faculty page: > http://www.hec.unil.ch/people/jantonakis > > Personal page: > http://www.hec.unil.ch/jantonakis > ____________________________________________________ > > > > On 16.01.2010 04:39, Sibel S. wrote: > >> If we run the following regressions, >> regress a b if year==2005 *equation 1 >> regress a b if year==2000 *equation 2 >> how can one test the difference between the estimated coefficients (b >> in equation 1 and b in equation 2) and get the t-statistic of >> difference?Thanks. >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: testing the difference between the estimated coefficients***From:*John Antonakis <[email protected]>

**Re: st: testing the difference between the estimated coefficients***From:*John Antonakis <[email protected]>

**References**:**Re: st: testing the difference between the estimated coefficients***From:*John Antonakis <[email protected]>

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