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Re: st: Adding wald test using esttab.
From
Tim Wade <[email protected]>
To
[email protected]
Subject
Re: st: Adding wald test using esttab.
Date
Wed, 11 May 2011 17:45:57 -0400
Sumedha, this should work:
clear
sysuse auto
eststo R1: quietly regress price weight mpg
eststo R2: quietly regress price weight mpg foreign
suest R1 R2
test [R1_mean]weight=[R2_mean]weight
estadd scalar test=r(p): R1
esttab R1 R2, stats(test)
. esttab R1 R2, stats(test)
--------------------------------------------
(1) (2)
price price
--------------------------------------------
weight 1.747** 3.465***
(2.72) (5.49)
mpg -49.51 21.85
(-0.57) (0.29)
foreign 3673.1***
(5.37)
_cons 1946.1 -5853.7
(0.54) (-1.73)
--------------------------------------------
test 0.000932
--------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
Tim
On Wed, May 11, 2011 at 4:54 PM, Gupta, Sumedha <[email protected]> wrote:
> Hi,
>
> I am looking for some guidance on how to add the wald test for difference between coefficients from two models to a table generated using esttab. I do the following:
>
> sysuse auto
> (1978 Automobile Data)
>
> . eststo R1: quietly regress price weight mpg
>
> . eststo R2: quietly regress price weight mpg foreign
>
> . esttab
>
> --------------------------------------------
> (1) (2)
> price price
> --------------------------------------------
> weight 1.747** 3.465***
> (2.72) (5.49)
>
> mpg -49.51 21.85
> (-0.57) (0.29)
>
> foreign 3673.1***
> (5.37)
>
> _cons 1946.1 -5853.7
> (0.54) (-1.73)
> --------------------------------------------
> N 74 74
> --------------------------------------------
> t statistics in parentheses
> * p<0.05, ** p<0.01, *** p<0.001
>
> Now I want to test if the weight coefficient in model 1 is statistically different from that in Model 2. In my own program the following works:
>
> suest R1 R2
> test [R1]weight=[R2]weight
>
> But here I get the following error:
> equation [R1] not found
>
> So my first question is how to conduct the above test. Second is how to add the p value from the above Wald test to the table generated using esttab?
>
> Any help will be much appreciated. Many thanks!
> - Sumedha.
>
>
>
>
>
>
>
> *
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>
*
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