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st: RE: Test for difference between to regression coefficents from two different models


From   "Vassilopoulos Achilleas" <[email protected]>
To   <[email protected]>
Subject   st: RE: Test for difference between to regression coefficents from two different models
Date   Mon, 13 Sep 2010 17:43:21 +0300

My suggestion is that you take a look at -sureg-?
 It allows any joint tests between the coefficients of the different
models...

_____________ - _______________

Achilleas Vassilopoulos

Agricultural University of Athens,
Dept. of Agricultural Economics and Rural Development,
Lab. of Political Economy and European Integration.
Iera Odos 75, 11855, Athens, Greece

Tel: (+30) 210-5294726
Fax: (+30) 210-5294786
e-mail: [email protected] 


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of David Tandberg
Sent: 13 September, 2010 17:29
To: [email protected]
Subject: st: Test for difference between to regression coefficents from two
different models

Dear Stata list

A colleague and I are working on a paper in which we are comparing two
models that employ the exact same independent variables (from the same
population) but of course include different dependent variables (one is
state general fund appropriations to higher education and the other is state
capital appropriations to higher education - both from the same source). All
of the variables (both dependent and independent) have been standardized and
so we are reporting Beta-Coefficients. When an independent variable is
significant in both models the size of the coefficients is generally fairly
similar and always in the same direction. However, in at least three cases
the size of the coefficients is quite different. Is there a test that we
could employ which would tell us whether the difference is actually
statistically significant? 

Thank you for your assistance.

David



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