Re: st: How to test whether coefficient change between two models significant

[John Antonakis <John.Antonakis@unil.ch>]

Hi:

A Hausman test could be used for this. Assuming B is consistent you'd 
simply do, e.g.:
webuse auto
reg price mpg
est store eff
reg price mpg weight
est store con
hausman con eff, sigmamore

HTH,
J.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
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Associate Editor
The Leadership Quarterly
__________________________________________


On 07.06.2011 12:01, Bluesman Wood wrote:
> Hi.
>
> I have two linear regression models A and B:
>
> A:
> attribute = c + explanatory_var1
>
> B:
> attribute = c + explanatory_var1 + explanatory_var2
>
>
> Given that I know both explanatory variables are significant, I would like to know a way of testing whether the regression coefficient for explanatory_var1 changes significantly when I add in explanatory_var2.
>
> Does anyone know a test for this that I could perform in STATA?
>
> Many thanks,
>
> Sam. 		 	   		
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