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From |
Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sat, 27 Aug 2011 01:00:52 -0700 |

But that is implicit in what you are testing (combine equation 1 and negative of equation 2 to get first of second set). Recall that Wald tests need the row rank of the constraint matrix to be full - the latter two constraints are redundant and would lead to a degenerate constraint matrix. T On Sat, Aug 27, 2011 at 12:43 AM, Michael Crain <michaelcrain@ymail.com> wrote: >> /****************************/ >> 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/ > -- 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/

**Follow-Ups**:**Re: st: Testing the difference between coefficients with interaction variables***From:*Michael Crain <michaelcrain@ymail.com>

**References**:**Re: st: Testing the difference between coefficients with interaction variables***From:*Michael Crain <michaelcrain@ymail.com>

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