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From | John Antonakis <John.Antonakis@unil.ch> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: How to test whether coefficient change between two models significant |
Date | Tue, 07 Jun 2011 12:42:57 +0200 |
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 Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis 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. * * 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/
* * 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/