Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Testing equality of coefficients estimated on the original sample and a subsample


From   "Weesie, dr. H.M. (Jeroen)" <[email protected]>
To   <[email protected]>
Subject   st: RE: Testing equality of coefficients estimated on the original sample and a subsample
Date   Wed, 17 Sep 2003 14:00:50 +0200

Buchli Loa asks how to test the equality of regression coefficients generated 
with two samples, where one sample is a subsample of the other.  This is an
example of a test that can be obtained using  suest. The structure of what 
you have to do is:   

	regress y xlist, score(F*)
	est store Full
	regress y xlist if expression, score(R*)
	est store Res
	suest Full Res
	test [Full=Res]

I hope this helps
Jeroen

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index