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RE: st: Testing the extent of difference between two coefficients in the same model


From   Erik Aadland <erikaadland@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Testing the extent of difference between two coefficients in the same model
Date   Mon, 30 Jan 2012 12:16:33 +0000

Thank you, Maarten.

This is just what I was looking for.

Two related follow up questions:

1. The example at the bottom of the FAQ tests for H0: coeff1 >= coeff2. Is it possible to test for H0: coeff1 > coeff2? If so, how?

2. Following the suggested example in the FAQ, I first run:

test new-old = 0

To calculate the appropriate p-value after having performed the Wald-test, I then run:

local sign_new = sign(_b[new]- _b[old])
display "H0: new coeff >= old coeff. p-value = " normal(`sign_new'*sqrt(r(chi2)))

If the resulting p-value is larger than .05 (e.g if it is .233), I interpret this such that I cannot reject the H0. In other words, I conclude that coeff_new is >= than coeff_old.

The second question is: Is this the correct interpretation of the test?

Kind regards,

Erik.




> Date: Mon, 30 Jan 2012 10:22:41 +0100
> Subject: Re: st: Testing the extent of difference between two coefficients in the same model
> From: maartenlbuis@gmail.com
> To: statalist@hsphsun2.harvard.edu
> 
> On Mon, Jan 30, 2012 at 10:12 AM, Erik Aadland wrote:
> > I have one variable "old" and one variable "new" plus some controls. My hypothesis is that "new" will have a larger positive influence y than will "old".
> 
> This is a so-called one-sided test. You can use -test- to test the
> two-sided test that the effects of new and old are equal, and than use
> the tricks discussed in
> <http://www.stata.com/support/faqs/stat/oneside.html> to transform the
> results in a one-sided test. An example is given at the bottom of that
> FAQ.
> 
> Hope this helps,
> Maarten
> 
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
> 
> 
> http://www.maartenbuis.nl
> --------------------------
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