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| From | Andrea Rispoli <andrea.rspl@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: test of significant between coefficients |
| Date | Tue, 27 Sep 2011 16:30:08 +0100 |
Richard, Nick, thank you very much On Tue, Sep 27, 2011 at 4:12 PM, Nick Cox <njcoxstata@gmail.com> wrote: > 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/ > * * 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/