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From |
Tirthankar Chakravarty <[email protected]> |

To |
[email protected] |

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

Date |
Sat, 27 Aug 2011 00:10:02 -0700 |

Add the "equal" option: /****************************/ sysuse auto, clear regress price c.mpg##i.rep78 testparm c.mpg#i.rep78, equal /****************************/ T On Sat, Aug 27, 2011 at 12:04 AM, Michael Crain <[email protected]> wrote: > 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 <[email protected]> wrote: > >> From: Tirthankar Chakravarty <[email protected]> >> Subject: Re: st: Testing the difference between coefficients with interaction variables >> To: [email protected] >> 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 <[email protected]> >> 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 >> [email protected] >> [email protected] >> >> * >> * 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/ > -- Tirthankar Chakravarty [email protected] [email protected] * * 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]>

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

**Re: st: Testing the difference between coefficients with interaction variables***From:*Michael Crain <[email protected]>

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