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

From   Nick Cox <>
To   "''" <>
Subject   RE: st: Testing the extent of difference between two coefficients in the same model
Date   Wed, 1 Feb 2012 12:30:44 +0000

I think you need to answer these questions in terms of what fits your research goals and your research project, which includes who you are ultimately writing for. Perhaps you should rephrase the question in terms of confidence intervals for key quantities. Alternatively, there are fields which seem to expect significance test results as the culmination of an analysis; perhaps yours is one. 

Statalist usually works quite well with specific Stata questions or specific statistical questions. When the question morphs into how you should write up your results, there is too much context needed for good advice to be easy. 


Erik Aadland

Thanks again.
When performing the one-sided z-test of one of my new coeff >= old coeff sets, I get a non-significant result from the Wald test in the first step.
I.e. prob > chi2 = 0.15. This result suggests that I cannot reject the equality hypothesis for this set of coefficients. However, in the second step, I get a p-value that is larger than .05 suggesting that I cannot reject the hypothesis that new coeff >= old coeff.

Do these results simply suggest that the I cannot rule out that the coefficients are equal? Should I pay equal attention to both steps in the test, or do I focus on the results obtained in the second step?

> From:

> To:> 
> On Wed, Feb 1, 2012 at 9:38 AM, Erik Aadland wrote:
> > I have tested both techniques (one-sided z-test and modifying the model) but will do some more testing before deciding on which one to apply.
> > I think I am leaning towards modifying the model.
> The trick is that there should not be a contradiction between the two.
> They are just different ways of attaining exactly the same results.

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