--- Chiara Mussida <[email protected]> wrote:
> ok, isn't there a proper test for that decision? sorry for bothering
> again, but I want to be also econometrically confortable with my
> decision of estimating separately
If this is the hypthesis of substantive interest you can estimate a
full interactive model, and test with -testparm- if all main effects
and all interaction terms are simultaneously equal to zero. Now, as I
repeatly stated, you cannot give this a causal interpretation so I very
much doubt whether this is a hypothesis of substantive interest. I also
repeat my point that you should not test, if you are just doing model
selection.
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
__________________________________________________________
Sent from Yahoo! Mail.
A Smarter Inbox. http://uk.docs.yahoo.com/nowyoucan.html
*
* 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/
