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From |
Michael Crain <michaelcrain@ymail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sat, 27 Aug 2011 00:04:42 -0700 (PDT) |

Yes, I see this is testing for differences between the base group compared to each of the other groups: base group - group 2 = 0 base group - group 3 = 0 etc. I am trying to test not only base group - group 2 = 0, but also: group 2 - group 3 = 0 Can examining coefficients between groups other than the base group be done in a straightforward way? --- On Sat, 8/27/11, Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> wrote: > From: Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> > Subject: Re: st: Testing the difference between coefficients with interaction variables > To: statalist@hsphsun2.harvard.edu > Date: Saturday, August 27, 2011, 2:28 AM > Here is an example: > > /****************************/ > sysuse auto, clear > regress price c.mpg##i.rep78 > testparm c.mpg#i.rep78 > /****************************/ > > This tests whether or not the coefficient on "mpg" is > significantly > different across categories of "rep78". In this case, you > are unable > to reject the hypothesis that they are indistinguishable > from the > coefficient of "mpg" for the base group. > > T > > On Fri, Aug 26, 2011 at 11:12 PM, Michael Crain <michaelcrain@ymail.com> > wrote: > > 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/ > > > > > > -- > Tirthankar Chakravarty > tchakravarty@ucsd.edu > tirthankar.chakravarty@gmail.com > > * > * 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/

**Follow-Ups**:**Re: st: Testing the difference between coefficients with interaction variables***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

**References**:**Re: st: Testing the difference between coefficients with interaction variables***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

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