Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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 > -------------------------- > * > * 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 extent of difference between two coefficients in the same model***From:*Sami Alameen <samialameen@gmail.com>

**Re: st: Testing the extent of difference between two coefficients in the same model***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st: Testing the extent of difference between two coefficients in the same model***From:*Erik Aadland <erikaadland@hotmail.com>

**Re: st: Testing the extent of difference between two coefficients in the same model***From:*Maarten Buis <maartenlbuis@gmail.com>

- Prev by Date:
**Re: st: Testing the extent of difference between two coefficients in the same model** - Next by Date:
**Re: st: Testing the extent of difference between two coefficients in the same model** - Previous by thread:
**Re: st: Testing the extent of difference between two coefficients in the same model** - Next by thread:
**Re: st: Testing the extent of difference between two coefficients in the same model** - Index(es):