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Re: st: How to name equations or test coeffs across regs
From
"Michael N. Mitchell" <[email protected]>
To
[email protected]
Subject
Re: st: How to name equations or test coeffs across regs
Date
Mon, 27 Sep 2010 12:13:14 -0700
Dear Emily
Here is an example using the -auto- dataset that I hope is helpful.
. sysuse auto
(1978 Automobile Data)
. sureg (price length weight) (mpg length weight)
Seemingly unrelated regression
----------------------------------------------------------------------
Equation Obs Parms RMSE "R-sq" chi2 P
----------------------------------------------------------------------
price 74 2 2366.261 0.3476 39.42 0.0000
mpg 74 2 3.34377 0.6614 144.54 0.0000
----------------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
price |
length | -97.96031 38.3723 -2.55 0.011 -173.1686 -22.75198
weight | 4.699065 1.099354 4.27 0.000 2.544371 6.853759
_cons | 10386.54 4219.928 2.46 0.014 2115.635 18657.45
-------------+----------------------------------------------------------------
mpg |
length | -.0795935 .054224 -1.47 0.142 -.1858706 .0266836
weight | -.0038515 .0015535 -2.48 0.013 -.0068963 -.0008067
_cons | 47.88487 5.963191 8.03 0.000 36.19723 59.57251
------------------------------------------------------------------------------
. test [price]length
( 1) [price]length = 0
chi2( 1) = 6.52
Prob > chi2 = 0.0107
. test [mpg]length
( 1) [mpg]length = 0
chi2( 1) = 2.15
Prob > chi2 = 0.1421
. test [price]length == [mpg]length
( 1) [price]length - [mpg]length = 0
chi2( 1) = 6.50
Prob > chi2 = 0.0108
Best luck!
Michael N. Mitchell
Data Management Using Stata - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week - http://www.MichaelNormanMitchell.com
On 2010-09-27 11.53 AM, Emily Rauscher wrote:
I am trying to use the test function to see whether a coefficient is equal in two different OLS regressions. However, I cannot figure out how to name equations.
When I use the sureg command, as suggested on pp. 1914-5 of the version 11 user's manual, stata does not recognize the first word as an equation name and gives an error.
I feel I'm missing something very simple, but I have searched the manual and tried everything I can find.
Any suggestions - for either naming equations or a better way to test the equality of coefficients in different regressions - would be hugely appreciated.
Many thanks,
Emily
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