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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: test of significant between coefficients |

Date |
Tue, 27 Sep 2011 16:12:39 +0100 |

I think it makes about as much sense as any other significance test. But what it means and how useful it is depend on the problem. For example, two predictors may both be non-significant at conventional levels because they are fighting for the same predictive share. The way forward is likely to be not to quantify the problem by yet another significance test, but to try to identify the better predictor to use. Also, watch out. If what you are doing is looking at some significance test results and wondering about doing more tests, then this divides the world. Some deride this as data snooping and want to underline how bad a strategy this is for scientific inference. Others regard this as among the allowed tricks of intelligent data analysis in which you are alive to all the things the data can tell you about their structure. In many fields there is a sanctioned hypocrisy whereby you write up the last model as if it flows automatically from the hypotheses you now claim you had at the outset. On Tue, Sep 27, 2011 at 3:35 PM, Andrea Rispoli <andrea.rspl@gmail.com> wrote: > I am running a test of significance between two coefficients of the > same OLS regression. > My question is : if the two coefficients are not significant, does it > still make sense to conduct the test? I am asking because sometimes > while the individual coefficients are not significant the difference > between them is significant, so I was trying to understand the meaning > of this result. * * 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: test of significant between coefficients***From:*Andrea Rispoli <andrea.rspl@gmail.com>

**References**:**st: test of significant between coefficients***From:*Andrea Rispoli <andrea.rspl@gmail.com>

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