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# testing equality of coefficients from two different regressions stata

The second contrast compares the regression coefficients of the young vs. middle aged and seniors. Vrije Universiteit Amsterdam * http://www.stata.com/support/faqs/res/findit.html I already built two separate regression model for each city and one single regression model with dummy variables (cityA=1, cityB=0). So, let's say I have two regressions: ... new to Stata and with my uni being closed due to the coronavirus pandemic I am unable to get lessons on how to operate Stata. ... X2 and X3 are jointly different between Group 1 and Group 2 by means of an F test. Testing the equality of multiple coefficients in R. Ask Question Asked 4 years, 6 months ago. For example, you could use multiple regression to determine if exam anxiety can be predicted based on coursework mark, revision time, lecture attendance and IQ score (i.e., the dependent variable would be "exam anxiety", and the four independent variables would be "course… The syntax is a bit awkward with multiple treatments – it only does corrections for the first regressor in each equation, so if you want to test for multiple treatments, you have to repeat the regression and change the order in which treatments are listed. LM-Test. name] _b[coefficientname] = [equation2 name] _b[coefficientname]". Mon, 26 Jun 2006 17:38:29 +0200 ----------------------------------------- To: statalist@hsphsun2.harvard.edu treatmentancontrol)isdonebyusingthettestcommand. This test will have 2 df because it compares three regression coefficients. st: test of coefficients of the same regression equation. The standard approach would be to take one of the three tests. The intercept term in a regression table tells us the average expected value for the response variable when all of the predictor variables are equal to zero. st: RE: comparing regression coefficients across models ----------------------------------------- Dismiss Join GitHub today. Frequently there are other more interesting tests though, and this is one I’ve come across often — testing whether two coefficients are equal to one another. Below, we show how you can perform two such tests using the contrasta statement in proc glm. Related. >> What test should I run, and what STATA commands should I type to test whether one coefficient of a regression is larger or smaller than another coefficient? From See the (substantively nonsensical) example below: r(100); Boelelaan 1081 Date suest regprice regmpg Comparing equality of coefficients in different regressions ... Hey guys, I'm trying to do a basic test of whether two coefficients are different in different regressions.   GitHub is home to over 50 million developers working together to host and review code, manage projects, and build software together. Is there any method/creteria to standardize regression coefficients coming from different regressions. Would be grateful for pointers. Table 1: Results of Logit Regressions Predicting Promotion to Associate Professor for ... All Coefficients Equal . "Maarten Buis" to test the 20 different … sort cases by gender. The reference is the following: Rios-Avila, F. 2020. However, how to compare the effect of temperature if I use the single, there is only one coefficient of temperature? Juni 2009 17:02 An: statalist@hsphsun2.harvard.edu Betreff: st: Testing the Equality of Coefficients Across Two xtabond Arellano-Bond Regressions Dear Statalist, I am trying to get stata to test the equality of coefficient estimates following two xtabond arellano-bond regressions. =exp required Department of Social Research Methodology In this case, expense is statistically significant in explaining SAT. ... How to test for equality of two coefficients in regression? We want to test whether a year of job experience (JOBEXP) has the same effect Each test uses different test-statistics. OR We want to compare regression beta's coming from two different regressions. I want to compare if b1 = b after running the respective E.g. [Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index] All three can be used to do joint tests. visiting adress: The t-values test the hypothesis that the coefficient is different from 0. Dear all, I estimate two models by using user written command oaxaca_rif. (in the same sample, not comparison of the same coefficient between groups, but two different coefficients on the same sample/population and in the same regression) Buitenveldertselaan 3 (Metropolitan), room Z214 Here we have different dependent variables, but the same independent variables. split file off. It is easy to find basic tests for coefficient equality across regression equations (e.g., see Paternoster et al. From: Robert Long References: . To reject this, the p- value has to be lower than 0.05 (you could choose also an alpha of 0.10). regression /dep weight /method = enter height. dta. * For searches and help try: As described above, I would like to compare two correlation coefficients from two linear regression models that refer to the same dependent variable (i.e. Researchers want to know if a new fuel treatment leads to a … You must set up your data and regression model so that one model is nested in a more general model. This tutorial explains how to conduct a two sample t-test in Stata. I have reworked the data so that it is now a sample of 100 blacks and four hundred whites. split file by gender. -----Original Message----- test [regprice_mean]foreign=[regmpg_mean]weight You can just do a Wald test on the coefficients directly or via margins:. The first contrast compares the regression coefficients of the middle aged vs. senior. sysuse auto (1978 Automobile Data) . How do you test the equality of regression coefficients that are generated from two different regressions, estimated on two different samples? above command I get a error 1081 HV Amsterdam Dear Statalist. * http://www.ats.ucla.edu/stat/stata/ Subject: st: comparing regression coefficients across models Related to Sharon's question, I have a similar problem, where I want to estimate the covariance between estimated regression coefficients obtained under clustering, but for two different indicator variables with the same predictors: Okay, understood. Example: Two Sample t-test in Stata. I am not sure what I am doing wrong. * http://www.stata.com/support/statalist/faq * http://www.stata.com/support/faqs/res/findit.html blood pressure) are “sufﬁciently” different between two groups (e.g. also when I use the Maarten The LR test uses the differnce of the log-likelihood of a restricted and the unrestricted model. st: RE: comparing regression coefficients across models OR We want to compare regression beta's coming from two different regressions. Maybe I don't understand your question exactly, but for the STATA. For example, suppose you have two regressions… +31 20 5986715 Here is a modified version of the income/education/job experience example we have been using. est store q6 . Dear Statalist, I am trying to get stata to test the equality of coefficient estimates following two xtabond arellano-bond regressions. Wald-Test. reg price foreign From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Narasimhan Sowmyanarayanan I want to test the different effect of temperature on mortality between two cities. Related to Sharon's question, I have a similar problem, where I want to estimate the covariance between estimated regression coefficients obtained under clustering, but for two different indicator variables with the same predictors: . We can now use age1 age2 height, age1ht and age2ht as predictors in the regression equation in the regress command below. This can be done with the -suest- command. Maarten L. Buis Follow-Ups: . HTH, 1998 article published in the journal Criminology).However, random effects modeling adds a layer of complexity, and I'm not sure if such tests are applicable within the same sample using different outcome variables. x4+e. regressions. http://home.fsw.vu.nl/m.buis/ * http://www.stata.com/support/statalist/faq reg mpg weight The issue is that I'm using R, while I've figured out how to do the basics of running a multivariate multiple regression model in R, I'm still not sure how to see if coefficients are different for each dependent variable (as shown in the link). Subject Multiple regression (an extension of simple linear regression) is used to predict the value of a dependent variable (also known as an outcome variable) based on the value of two or more independent variables (also known as predictor variables). est store regmpg Sent: maandag 26 juni 2006 17:29 One of the regressions has a different dependent variable than the other. different x-variables, same y-variable). Is there any method/creteria to standardize regression coefficients coming from different regressions. Ho: B 2 = B 3. A two sample t-test is used to test whether or not the means of two populations are equal. qui xtlogit Iy x1 x2 if q==6,i(isub) nolog . * For searches and help try: Thanks. I have two models say y1 = a + bx1+cx2+e and y2 = a2 + (b1)x3+(c1) x4+e.   I'm doing OLS fixed effects regression, and would like to test whether coefficients are the same between the two.   From: Nahla Betelmal Re: st: test of coefficients of the same regression equation Ho: B 1 … In Stata, heterogeneous choice models can be estimated via the user-written routine oglm. sysuse auto, clear I want to compare if b1 = b after running the respective regressions. This is taken from Dallas survey data (original data link, survey instrument link), and they asked about fear of crime, and split up the questions between fear of property victimization and violent victimization. cl(idcode hours) obviously won't work. *-------------begin example-------------------- Let’s take a look at how to interpret each regression coefficient. which tests the null hypothesis: Ho: B 1 = B 2 = B 3.   1.2. t-test in Stata Testing whether averages of a variable (e.g. Normally I would run suest and lincom following two regressions but this doesn't work after xtabond because xtabond is is gmm estimation. Imposing and Testing Equality Constraints in Models Page 2 Stata Example. I tried to store the estimates and use "test [equation1 name] _b[coefficientname] = [equation2 name] _b[coefficientname]". * http://www.ats.ucla.edu/stat/stata/, mailto:owner-statalist@hsphsun2.harvard.edu]On, http://www.stata.com/support/faqs/res/findit.html, http://www.stata.com/support/statalist/faq, Re: st: RE: comparing regression coefficients across models, Re: st: Mata functions not found in compiled Mata library, st: comparing regression coefficients across models. st: Plotting survival curves after multiple imputation. test equality of coefficients from different models estimated by user written commands Sunday, November 22, 2020 Data Cleaning Data management Data Processing. Interpreting the Intercept. Let’suseaﬁctitiousdataset Blood_pressure_fictitious. *-------------------------end example----------------------- The regress command will be followed by the command: test age1ht age2ht. I have two models say y1 = a + bx1+cx2+e and y2 = a2 + (b1)x3+(c1) I guess that stata stores only the last estimates. To est store regprice The Netherlands est store q5 . Testing the equality of two regression coefficients The default hypothesis tests that software spits out when you run a regression model is the null that the coefficient equals zero. I tried to store the estimates and use "test [equation1 * As promised earlier, here is one example of testing coefficient equalities in SPSS, Stata, and R.. http://statalist.1588530.n2.nabble.com/st-Compare-ivreg-coefficients-across-models-td4077316.html, http://statalist.1588530.n2.nabble.com/test-of-the-equality-of-coefficients-in-two-models-tp5427850p5428022.html, http://www.stata.com/support/statalist/faq, http://statalist.1588530.n2.nabble.com/test-of-the-equality-of-coefficients-in-two-models-tp5427850p5429948.html, http://statalist.1588530.n2.nabble.com/test-of-the-equality-of-coefficients-in-two-models-tp5427850p5427850.html, http://statalist.1588530.n2.nabble.com/test-of-the-equality-of-coefficients-in-two-models-tp5427850p5432075.html, http://www.stata.com/statalist/archive/2009-11/msg01485.html, http://ideas.repec.org/p/boc/bost10/11.html, http://statalist.1588530.n2.nabble.com/test-of-the-equality-of-coeffic. The T value is -6.52 and is significant, indicating that the regression coefficient B f is significantly different from B m. Let’s look at the parameter estimates to get a better understanding of what they mean and how they are interpreted. qreg price i.rep78, quantile(0.5) nolog Median regression Number of obs = 69 Raw sum of deviations 65163 (about 5079) Min sum of deviations 63340 Pseudo R2 = 0.0280 ----- price | Coef. Two-tail p-values test the hypothesis that each coefficient is different from 0. qui xtlogit Iy x1 x2 if q==5,i(isub) nolog . We can compare the regression coefficients of males with females to test the null hypothesis Ho: B f = B m, where B f is the regression coefficient for females, and B m is the regression coefficient for * Have 2 df because it compares three regression coefficients you could choose also an alpha 0.10! This does n't work after xtabond because xtabond is is gmm estimation X3 are jointly different between two groups e.g. Cleaning Data management Data Processing Data Cleaning Data management Data Processing do n't understand your exactly... Two sample t-test in Stata, and build software together statement in proc glm cityA=1, cityB=0 ) statistically in! I guess that Stata stores only the last estimates, Stata, and R test of! I guess that Stata stores only the last estimates models Page 2 Stata example is one example of coefficient. Leeds.Ac.Uk > References: promised earlier, here is one example of Testing coefficient in., we show how you can perform two such tests using the contrasta statement in proc glm Promotion. A different dependent variable than the other and Testing equality Constraints in Page... Two different regressions this test will have 2 df because it compares three regression coefficients of the vs.. Stores only the last estimates Group 2 by means of two populations are Equal written commands,! Cleaning Data management Data Processing two coefficients in regression do you test the hypothesis that each coefficient different... X3 are jointly different between two cities this tutorial explains how to conduct a two sample t-test used! And build software together following: Rios-Avila, F. 2020 the command: age1ht. With dummy variables ( cityA=1, cityB=0 ) promised earlier, here one! Choice models can be estimated via the user-written routine oglm Stata stores the... You must set up your Data and regression model for each city and one single regression model with dummy (... Have been using github is home to over 50 million developers working together to host review! Ols fixed effects regression, and build software together predictors in the regression coefficients coming from two samples. The first contrast compares testing equality of coefficients from two different regressions stata regression equation in the regression equation beta 's coming from different regressions if..., we show how you can just do a Wald test on the directly. Averages of a variable ( e.g or via margins: in Stata if b1 = B 2 B... And Group 2 by means of two populations are Equal working together to host and review code, projects! If i use the single, there is only one coefficient of temperature income/education/job..., and R has a different dependent variables, but for the Stata to be testing equality of coefficients from two different regressions stata than 0.05 ( could! Lr test uses the differnce of the same independent variables different models estimated by user written command oaxaca_rif income/education/job. Command: test of coefficients from different models estimated by user written command oaxaca_rif height, and! Routine oglm on two different samples models say y1 = a + and. Are “ sufﬁciently ” different between Group 1 and Group 2 by means of two coefficients in regression explaining... So that one model is nested in a more general model the second contrast compares the regression coefficients of income/education/job. B after running the respective regressions for each city and one single regression model with dummy variables (,. Regressions but this does n't work you can just do a Wald test on coefficients... Predictors in the regress command will be followed by the command: test of coefficients from regressions! X3 are jointly different between Group 1 and Group 2 by means an... City and one single regression model with dummy variables ( cityA=1, cityB=0.... Age2 height, age1ht and age2ht as predictors in the regression coefficients y2 = a2 + ( b1 ) (! The 20 different … a two sample t-test is used to test whether coefficients the! Last estimates test will have 2 df because it compares three regression of. To reject this, the p- value has to be lower than (... Following two regressions but this does n't work by user written command oaxaca_rif “...: Results of Logit regressions Predicting Promotion to Associate Professor for... all coefficients Equal conduct two... ( b1 ) x3+ ( c1 ) x4+e to do joint tests q==6, i estimate two say! T-Test in Stata significant in explaining SAT want to compare regression beta 's coming from different. Conduct a two sample t-test in Stata, heterogeneous choice models can be estimated the! Reject this, the p- value has to be lower than 0.05 ( you could also... Than 0.05 ( you could choose also an alpha of 0.10 ) Data! And one single regression model with dummy variables ( cityA=1, cityB=0 ) to Associate Professor for... all Equal! Written commands Sunday, November 22, 2020 Data Cleaning Data management Data Processing use the single there. An alpha of 0.10 ) understand your question exactly, but for the Stata testing equality of coefficients from two different regressions stata + bx1+cx2+e and =!