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From |
David Hoaglin <dchoaglin@gmail.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 17:12:37 -0500 |

I don't know the theoretical basis for expecting the two coefficients to be equal, but if testing equality is the specific objective, it would be straightforward to use a likelihood-ratio test. A model in which the two coefficients are equal is the same as the model in which the predictor associated with that coefficient is the sum of "old" and "new." The two likelihoods in the likelihood-ratio test are the likelihood for that restricted model and the likelihood for the unrestricted model. David Hoaglin > The test before modification tests the equality of the two > coefficients. usually you don't move further unless it rejects that. > So you can decide if the equality in the second (modified) test is > relevant to your conclusion. * * 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:*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>

**RE: 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:*Sami Alameen <samialameen@gmail.com>

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