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From | Jason Park <loooooo.j8311@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: xtreg postestimation "test" or "lincom" using fatorial variables |
Date | Wed, 21 Aug 2013 23:41:59 +0800 |
Hi, I have D as the dependent variable, and three independent variables A, B, and C where B and C are indicator (dummy) variables. I ran a fixed-effects regression: "xtreg D A c.A#i.B c.A#i.C c.A#i.B#i.C, fe vce(robust)" in order to test the effect of A on D, particularly the effect conditional on B and C. However, the biggest challenge I have here is that I don't know how to test the marginal significance between c.A#i.B#i.C and c.A#i.B. The coefficient on c.A#i.B#i.C itself indicates the conditional effect jointly on B = 1 & C = 1 as opposed to B = 0 & C = 0, but what I'm interested in is the cases between B = 1 & C = 1 and B = 1 & C = 0. This is the closest I could manage to reach: "lincom c.A#1.B#1.C - c.A#1.B#0.C" or "test c.A#1.B#1.C - c.A#1.B#0.C = 0" But the result is just the same as testing the single coefficient on c.A#i.B#i.C in the above regression model. Can anyone please advise how to test this in the given setting? Thanks in advance, J * * 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/