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Faculty of Business and Economics >> test [five_mean]a = [zero_mean]b > ----- Messaggio originale ----- > A: statalist@hsphsun2.harvard.edu >>> how can one test the difference between the estimated coefficients (b There are a few options that can be appended: unequal (or un) informs Stata that the variances of the two groups are to be considered as unequal; welch (or w) requests Stata to use Welch's approximation to the t-test (which has the nearly the same effect as unequal; only the d.f. Date Even if the two >> http://www.hec.unil.ch/people/jantonakis > same scale). qui xtlogit Iy x1 x2 if q==6,i(isub) nolog . significantly different. >> OR We want to compare regression beta's coming from two different regressions. Using the T Score to P Value Calculator with a t score of 6.69 with 10 degrees of freedom and a two-tailed test, the p-value = 0.000. > Is it correct? > statistically different from the estimated parameters from the second Generally, for a linear model of the form: Y … >> http://www.hec.unil.ch/jantonakis method generalizes in a straightforward manner to regressions with more than >>> 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: . hypothesys of equality, and, hence, the two coefficients are >>> * I need to know for each coefficient. >> Personal page: > Just read about the -test- command. >> Thanks! When the constants (or y intercepts) in two different regression equations are different, this indicates that the two regression lines are shifted up or down on the Y axis. The omnibus F test is an overall test that examines model fit, thus failure to reject the null hypothesis implies that the suggested linear model is not significantly suitable to the data. >> * This module calculates power and sample size for testing whether two slopes from two groups are significantly different. Is there any method/creteria to standardize regression coefficients coming from different regressions. >> regress a b if year==2005 >> The final fourth example is the simplest; two regression coefficients in the same equation. >> Department of Organizational Behavior >> Oggetto: Re: st: testing the difference between the estimated > It is simply the -test- command: Herve M. Caci, 2000. variables in question are dummy variables? > reg y x z q > John Antonakis You can now test whether a2 and b2 are separately or jointly zero. > in fit (r-square change). Re: st: testing the difference between the estimated coefficients > * Wald tests are computed using the estimated coefficients and the variances/covariances of the estimates from the unconstrained model. --- On Mon, 4/10/10, [hidden email] wrote: > I have two linear models and they are estimated over > different samples. My reproducible data : The coefficient for read is .1035361 significantly different from 0 using alpha of 0.05 because its p-value is 0.000, which is smaller than 0.05. >> John. >> * http://www.stata.com/support/statalist/faq Stata Journal. Using the Base Model, again test the claim that the return to each additional year of schooling is nine percent, but this time do not use Stata's test … > ____________________________________________________ (Part 2) I demonstrate (using SPSS) a procedure to test the difference between two beta coefficients in both unstandardised and standardised forms. test age=age2=0. > * http://www.stata.com/help.cgi?search >> Step 4. Test the claim that the variable age does not belong in the model. >> CH-1015 Lausanne-Dorigny 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 "coursewo… See section "Testing for cross model hypothesis" of the manual entry > http://www.hec.unil.ch/people/jantonakis [0 1 -1] compares the second and third regression coefficients in your linear model). >> * http://www.stata.com/help.cgi?search test female=-0.10. >> and use a contrast H that compares the two desired coefficients (e.g.   > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * For searches and help try: in a more general model. >> Faculty page: Here is a simple way to test that the coefficients on the dummy variable and the interaction term are jointly zero. the dummy variable and the interaction term are jointly zero. * For searches and help try: Note that we have to do two regressions, one with the data for females only and one with the data for males only. Charles Warne writes: A colleague of mine is running logistic regression models and wants to know if there’s any sort of a test that can be used to assess whether a coefficient of a key predictor in one model is significantly different to that same predictor’s coefficient in another model that adjusts for two other variables (which are significantly related to the outcome). Personal page: postestimation tests for a specific command to see what tests you can do est store q5 . * http://www.stata.com/support/statalist/faq > Faculty page: using the estimated parameters from the third regression. > University of Lausanne Technical Details 3. >>> If we run the following regressions, Department of Organizational Behavior another coefficient? >>> * http://www.stata.com/help.cgi?search (in the same sample, not comparison of the same >> >> * For searches and help try: >> * http://www.ats.ucla.edu/stat/stata/ Proceedings, Register Stata online Change registration >> * http://www.stata.com/help.cgi?search Then, you generate a dummy variable, call it d, that equals 1 if the data University of Lausanne > > Is there a standardized test to do this in STATA? This is the approach used by Stata’s test command, where it is … The authors had run the same logistic regression model separately for each sex because they expected that the effects of the predictors were different for men and women. > Department of Organizational Behavior >>> regress a b if year==2005 *equation 1 >> This is a job for suest. Faculty page: New in Stata 16 You must set up your data and regression model so that one model is nested > Da: "John Antonakis" Of course, the usual assumptions hold > Internef #618 >> On 16.01.2010 04:39, Sibel S. wrote: coefficient between groups, but two different coefficients on the same estimate. Features 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. On the surface, there is nothing wrong with this approach. Figure 2 – Formulas for Logistic Regression coefficients Note that Wald represents the Wald 2 statistic and that lower and upper represent the 100- α /2 % confidence interval of exp( b ). Stata News, 2021 Stata Conference > * Example: Two Sample t-test in Stata. >>> * http://www.stata.com/support/statalist/faq > Fax ++41 (0)21 692-3305 after different estimation procedures. >> ____________________________________________________ 2. the smaller one). In Multiple Regression the omnibus test is an ANOVA F test on all the coefficients, that is equivalent to the multiple correlations R Square F test. >> >> Faculty of Business and Economics It's completely legitimate to consider men and women as two separate populations and to model each one separately. Observation: We can also test whether the slopes of the regression lines arising from two independent populations are significantly different. regression: Here is how you construct the constant from the second regression from the >> Tel ++41 (0)21 692-3438 [R] suest for more details. One is the significance of the Constant ("a", or the Y-intercept) in the regression equation. >> University of Lausanne >> * > ____________________________________________________ effect, testing if the estimated parameters from the first regression are >> >> Internef #618 >> Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/jantonakis J. > * http://www.ats.ucla.edu/stat/stata/ > HTH, >> ----- Messaggio originale ----- > > I would like to test the hypothesis that one of the > coefficients in common is the same across the two > different models. > one independent variable. >> est store zero This test constrains the >> * http://www.stata.com/support/statalist/faq > * For searches and help try: est store q6 . > regarding whether the test can be done (e.g., that x and z are on the You then generate the interaction between x and d, i.e., w = d*x. * http://www.stata.com/help.cgi?search On 16.01.2010 12:29, Fabio Zona wrote: Notice that the constant and the coefficient on x are exactly the same as in >> > Faculty of Business and Economics >> * http://www.ats.ucla.edu/stat/stata/ I found that a Z test costructed as follows could be a solution: Z=(b1-b2)/(SEb1^2+SEb2^2)^1/2, where b1 and b2 are the coefficients, and SEb1 and SEb2 are the respective standard errors of the regression. >> Da: "John Antonakis" >> * For searches and help try: > Switzerland Stata Journal This is, in effect, testing if the estimated parameters from the first regression are statistically different from the estimated parameters from the second regression: coefficients >> Inviato: Sabato, 16 gennaio 2010 11:10:16 GMT +01:00 I'm doing OLS fixed effects regression, and would like to test whether coefficients are the same between the two. The models are non-nested but they > have some coefficients in common. significanltly different (and the larger is significantly larger than >> 1. > Does it hold also for probit or logit regression?? If variables are expressed in Here two values are given. > J. Here is a simple way to test that the coefficients on In version 8, use suest. Reject or fail to reject the null hypothesis. >>> in equation 1 and b in equation 2) and get the t-statistic of the relation with differences in the variances). My third idea was to do it as in a standard test for equality of two coefficients from the same regression, that is take $$\frac{\beta_{11}-\beta_{21}}{sd(\beta_{11}-\beta_{21})}$$ The complication arises due to the fact that both come from different regressions. > -2 What is the proper statistical test to evaluate whether the difference between the two coefficients is significantly different from 0? >> > In general this information is of very little use. > Inviato: Sabato, 16 gennaio 2010 12:01:58 GMT +01:00 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna Say I want to test whether 2 sets of regression coefficients are significantly different from each other, with the following ... Stack Exchange Network Stack Exchange network consists of 176 Q&A communities including Stack Overflow , the largest, most trusted online community for developers to learn, share their knowledge, and build their careers. > Oggetto: Re: st: testing the difference between the estimated >> What test should I run, and what STATA commands should I type to http://www.hec.unil.ch/people/jantonakis >> ... Stata: comparing coefficients from different regressions (different dependent variables) Ask Question Asked 7 years ago. Stata Press 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. Upcoming meetings The T value is -6.52 and is significant, indicating that the regression coefficient B f is significantly different from B m. (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) Stata/MP >> A related issue: > Personal page: [Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index] CH-1015 Lausanne-Dorigny I test whether different places that sell alcohol — such as liquor … As promised earlier, here is one example of testing coefficient equalities in SPSS, Stata, and R.. If the test is significant, it means that the coefficients are Next, you >> 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? > In the scatterplot below, you can see that the Output from Condition B is consistently higher than Condition A for any given Input value. Tel ++41 (0)21 692-3438 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna >>> And I want to test if the coefficients are significantly different for both group. >> Subscribe to Stata News > * ____________________________________________________ would not compare standardized coefficients, it confounds difference in > >> regress a b if year==2000 Re: st: testing the difference between the estimated coefficients 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). Linear regression is a commonly used procedure in statistical analysis. estimated parameters of the third regression: Here is how you construct the coefficient on x from the second regression One of the regressions has a different dependent variable than the other. came from the second dataset and 0 if the data came from the first dataset. To Fax ++41 (0)21 692-3305 The Stata Blog sample/population and in the same regression) > Sat, 16 Jan 2010 12:44:29 +0100 >>> * For searches and help try: One of the main objectives in linear regression analysis is to test hypotheses about the slope and intercept of the regression equation. This would be useful for example when testing whether the slope of the regression line for the population of men in Example 1 is significantly different … Thanks to the hypothesis tests that we performed, we know that the constants are not significantly different, but the Input coefficients are significantly different. > > > Tel ++41 (0)21 692-3438 This >> The second part of the regression output to interpret is the Coefficients table "Sig.". Note that Refer to the For example, suppose you have two regressions, You rename z to y and append the second dataset onto the first dataset. >> > Which Stata is right for me? ____________________________________________________ A nice feature of Wald tests is that they only require the estimation of one model. Why Stata? * http://www.ats.ucla.edu/stat/stata/, http://www.stata.com/support/statalist/faq, Re: st: testing the difference between the estimated coefficients. Here is a nice note about what types of things you can compare (I The regression equation table below shows both models. > * http://www.stata.com/support/statalist/faq >> >>> difference?Thanks. Prof. John Antonakis, Associate Dean >> suest five zero >> A: statalist@hsphsun2.harvard.edu Yes; it holds for probit or log and for dummies.   Subscribe to email alerts, Statalist Test the claim that the gender differential is ten percent. qui xtlogit Iy x1 x2 if q==5,i(isub) nolog . >> A two sample t-test is used to test whether or not the means of two populations are equal. This is, in Supported platforms, Stata Press books 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. > Finally: if test x = z is significant, it means that I reject the "CORTESTI: Stata module to test equality of two correlation coefficients," Statistical Software Components S407302, Boston College Department of Economics, revised 07 Nov 2000.Handle: RePEc:boc:bocode:s407302 Note: This module may be installed from within Stata by typing "ssc install cortesti". We can find these values from the regression output: Thus, test statistic t = 92.89 / 13.88 =6.69. >> Hi: Books on statistics, Bookstore > > Prof. John Antonakis, Associate Dean Switzerland coefficients Testing the equality of coefficients across independent areas. Researchers want to know if a new fuel treatment leads to a change in the average mpg of a certain car. Books on Stata >> HTH, Subject Internef #618 It merely tells us that this value is (5.231) significantly different to zero. Thanks!   I want to check if the coefficients in my model 1 are equal to my coefficients in my model 2. The coefficient for science is .0947902 significantly different from 0 using alpha of 0.05 because its p … Disciplines From One example is from my dissertation , the correlates of crime at small spatial units of analysis. > * http://www.stata.com/help.cgi?search >> ____________________________________________________ >> Switzerland Note, however, that the formula described, (a-c)/(sqrt(SEa^2 + SEc^2)), is a z-test that is appropriate for comparing equality of linear regression coefficients across independent samples, and it assumes both models are specified the same way (i.e., same IVs and DV). > http://www.hec.unil.ch/jantonakis >>> regress a b if year==2000 *equation 2 Stata: Visualizing Regression Models Using coefplot Partiallybased on Ben Jann’s June 2014 presentation at the 12thGerman Stata Users Group meeting in Hamburg, Germany: “A new command for plotting regression coefficients and other estimates” > coefficients to equality and uses a nested F-test to ascertain decrement Here we have different dependent variables, but the same independent variables. > >> est store five the first regression. >> Prof. John Antonakis, Associate Dean Dear all, I have estimated a fixed effect panel regression model for two groups in my data set. >> > CH-1015 Lausanne-Dorigny different scales, I do standardize them, is it correct? > On 16.01.2010 11:55, Fabio Zona wrote: >>> * http://www.ats.ucla.edu/stat/stata/ >>   > test whether one coefficient of a regression is larger or smaller than > Hi: > test x = z This tutorial explains how to conduct a two sample t-test in Stata. 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