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| From | Maarten buis <maartenbuis@yahoo.co.uk> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: How to test the statistical significance of difference between parameters obtained from xtprobit model in two sub-sample |
| Date | Mon, 4 Apr 2011 08:33:38 +0100 (BST) |
--- On Sun, 3/4/11, ramesh wrote: > I am working with the xtprobit model. I have two > sub-samples and want to test whether the coefficients of > the two sub-samples are statistically different. Yes, estimate one model on the entire sample and include interaction terms between all coefficients and the dummy variable indicating which sub-sample one belongs to. Than test whether all interaction terms are equal to zero (using -test-). The interpretation of these interaction terms are more straightforward in -xtlogit- as is discussed in: M.L. Buis (2010) "Stata tip 87: Interpretation of interactions in non-linear models", The Stata Journal, 10(2), pp. 305-308. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/