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From |
Michael Crain <[email protected]> |

To |
[email protected] |

Subject |
st: Testing the difference between coefficients with interaction variables |

Date |
Fri, 26 Aug 2011 23:12:37 -0700 (PDT) |

I know testing the difference between coefficients of variables is straightforward: reg y x1 x2 x3 test x1 = x2 = x3 Is the test as straightforward for examining coefficients in models with interactions variables? reg y x1 x2 x3 x1*x2 x1*x3 where: x2 and x3 are dummy variables that identify groups the base group is when x2=0 and x3=0, group 2 is when x2=1 and x3=0, group 3 is when x2=0 and x3=1 I am interpreting the effect of the base group as x1's coefficient. The effect of group 2 is the sum of coefficients of the x1 and x1*x2 variables. Lastly, the effect of group 3 is the sum of coefficients of the x1 and x1*x3 variables. Now, I want to examine whether the effects of the three groups are different. Is the test: test x1 = x1*x2 = x1*x3 * * 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/

**Follow-Ups**:**Re: st: Testing the difference between coefficients with interaction variables***From:*Tirthankar Chakravarty <[email protected]>

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