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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 00:43:38 -0700 (PDT) |

> /****************************/ > sysuse auto, clear > regress price c.mpg##i.rep78 > testparm c.mpg#i.rep78, equal > /****************************/ The output from this code seems to be testing the joint significance of: group 2 - group 3 = 0 group 2 - group 4 = 0 group 2 - group 5 = 0 I don't see these results testing: group 3 - group 4 = 0 group 4 - group 5 = 0 Am I misinterpreting? --- 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, 3:10 AM > 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 <michaelcrain@ymail.com> > 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 <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/ > > > > > > -- > 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>

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