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From | Richard Goldstein <richgold@ix.netcom.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: comparing regression coefficients across two models with the same dependent variables |
Date | Fri, 03 May 2013 07:58:55 -0400 |
James, Stata is telling you what the problem is you do not provide, as the FAQ requests, your command; however, if you look at the postestimation help for -xtpoisson- (my guess as to what you are using), you will see that the "score" option is allowed for pa models but not for either re or fe models - my guess (and if you supplied your command as requested I would not have to guess) is that you are using either fe or re - -suest-, as Stata has told you, will not work for either xtpoisson, re or xtpoisson, fe Rich On 5/3/13 6:18 AM, James Bernard wrote: > Hi John, > > Thanks for your helpful suggestion. It seems -suest- is the > solution.... but I am getting errors: > > But before I elaborate: I got some info form this link and tried the > steps: http://www.ats.ucla.edu/stat/stata/code/suest.htm > > I am using -suest- on a panel Poisson model > > I run model 1 and store its estimates using est store [name 1] > > then model 2 and store its estimates as [name2] > > and then using -suest [name1] [name2] > > this is the error I get: > > unable to generate scores for model low > suest requires that predict allow the score option > r(322); > > Please note that low is the name of the stored estimates > > What can I do? > > Thanks, > James > > > On Thu, May 2, 2013 at 10:34 PM, John Antonakis <John.Antonakis@unil.ch> wrote: >> Hi: >> >> This is easily and correctly done with Stata's -suest- command. You can test >> for differences in coefficients across equations as well as sets of >> coefficients, including intercepts. >> >> Best, >> J. >> >> __________________________________________ >> >> John Antonakis >> Professor of Organizational Behavior >> Director, Ph.D. Program in Management >> >> Faculty of Business and Economics >> University of Lausanne >> Internef #618 >> CH-1015 Lausanne-Dorigny >> Switzerland >> Tel ++41 (0)21 692-3438 >> Fax ++41 (0)21 692-3305 >> http://www.hec.unil.ch/people/jantonakis >> >> Associate Editor >> The Leadership Quarterly >> __________________________________________ >> >> >> On 02.05.2013 16:12, James Bernard wrote: >>> >>> Hi all, >>> >>> This may seem simple, but the seems to be no consensus on it. I have >>> two regressions with the same dependent variables >>> >>> I want to compare the same independent variable across these two models: >>> >>> Y=a+b0X+b1Z >>> Y=a+b0X+b1W >>> >>> Now, I want to compare b0 across these two models. Any idea if this >>> can be done in Stata? >>> >>> Comparing two coefficients in the same model is rather discussed and >>> clear, but how about the case I mentioned? (the reason I am doing this >>> is that I am splitting my sample instead of using interaction effects) >>> >>> I appreciate your help >>> >>> James * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/