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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: comparison of coefficients of the same variable across two log-linear models with t-test |

Date |
Mon, 9 Dec 2013 10:16:46 +0100 |

On Mon, Dec 9, 2013 at 8:12 AM, James Bernard wrote: > I wonder if equality of coefficient of the same variable across two > similar models that are run on two different samples can be tested > using t-test. > > Y=a+b1X (run on sub-sample 1) > Y=a+b2X (run on sub-sample 2) I assume you do not want to constrain the constants to be the same in both sub-samples, i.e. the a in your equations should have been a1 and a2. In that case you can estimate the entire model in one go, as in the example below: *------------------ begin example ------------------ webuse epilepsy xtset subject xtpoisson seizures i.treat##(c.lbas c.lage i.v4), irr *------------------- end example ------------------- * (For more on examples I sent to the Statalist see: * http://www.maartenbuis.nl/example_faq ) The indicator variable (some prefer the word dummy variable, I don't) treat identifies your sub-samples. Lets say your X is lbas in this example. So the test whether the effect of lbas is the same in the treated and non-treated group is reported directly in the output next to treat#c.lbas. So the effect of lbas is about (1-1.42)*100% = 42% larger in the treated group as in the non-treated group. Note that I used the -irr- option to ensure that I could use this interpretation of the output. See: (Buis 2010) for more on how to interpret interaction terms in such non-linear models. Notice however that in this example the hypothesis that this difference is 0% could not be rejected at the 5% level, it could however be rejected at the 10% level. M.L. Buis (2010) "Stata tip 87: Interpretation of interactions in non-linear models", The Stata Journal, 10(2), pp. 305-308. <http://www.stata-journal.com/article.html?article=st0194> Hope this helps, Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * 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/

**References**:**st: comparison of coefficients of the same variable across two log-linear models with t-test***From:*James Bernard <jamesstatalist@gmail.com>

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