Re: st: RE: testing for significant differences between coefficientsin different models

[Richard Goldstein <richgold@ix.netcom.com>]

if this is really what you want to do, use the force option
on the lrtest command -- look at the help file or the manual

Rich

Wendy Regoeczi wrote:
> Thanks for the clarification. That works. But apparently Stata won't 
> conduct the test if the models are different types. Using the lrtest 
> command after the second model, the tests are not conducted. Instead, I 
> get an error message reading: "test involves different estimators: 
> logistic vs. cox"
>
> At 12:42 PM 4/27/2007, you wrote:
>
>
> > The command is:
> >
> > est store
> >
> > Best,
> > J.
> >
> > ----- Original Message -----
> > Exp�diteur: Wendy Regoeczi <w.regoeczi@csuohio.edu>
> > �: statalist@hsphsun2.harvard.edu
> > Sujet: Re: st: RE: testing for significant differences
> > between coefficients in  different models
> > Date: Fri, 27 Apr 2007 12:40:30 -0400
> >
> > > Thanks for the suggestion. I just tried it, but I get an
> > > error  message reading "unrecognized command: store"
> > > I tried typing the command after I ran the model, and also
> > > including  at the end of the model statement before
> > > running the model, but both  ways result in error
> > > messages. Am I doing something wrong?
> > >
> > > At 12:11 PM 4/27/2007, you wrote:
> > > >Use the likelihood ratio test.
> > > >
> > > >After the first model write:
> > > >
> > > >Store estimates A
> > > >
> > > >After the second model write:
> > > >
> > > >Store estimates B
> > > >Lrtest A
> > > >
> > > >Cynthia Fontanella
> > > >Fontanella.4@osu.edu
> > > >
> > > >-----Original Message-----
> > > >From: owner-statalist@hsphsun2.harvard.edu
> > > >[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf
> > > Of Wendy Regoeczi >Sent: Friday, April 27, 2007 11:37 AM
> > > >To: statalist@hsphsun2.harvard.edu
> > > >Subject: st: testing for significant differences between
> > > coefficients in >different models
> > > >
> > > >Hello all,
> > > >I couldn't find an answer to this question in the
> > > archives. I am >analyzing two models using the same set of
> > > independent variables, one >is a logistic regression model
> > > and the other is a Cox proportional >hazards model. It has
> > > been suggested to me that I should do some >post-hoc tests
> > > of the differences between the coefficients in the two
> > > >models. Is there a way to do this in Stata, given that
> > > two different >types of models are being estimated and the
> > > variable names are >identical in both models?
> > > >
> > > >Any help would be greatly appreciated!
> > > >Sincerely,
> > > >Wendy Regoeczi
> > > >
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> > ___________________________________
> >
> > Prof. John Antonakis
> > Faculty of Business and Economics
> > University of Lausanne
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