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From | "Kaganova, Yevgeniya" <ykaganova@rti.org> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: Chow test |
Date | Wed, 31 Mar 2010 23:56:43 -0400 |
Dear Statalisters, we want to justify that we can run a single model with 3 groups of people in it (normal weight, overweight, and obese people). We are generating coefficients on all vars for each group, then just want to test our "disabled" variable across all the 3 groups in the model post-estimation to see if different across the groups. The testing for 3 groups is done the way it is explained in here http://www.stata.com/support/faqs/stat/chow3.html But the model we are running is GLM Y X if Y>0 family(gamma) link(log) . So the coefficients are logged. Is it OK to do is the same way as it is done for the OLS. Can we test the 3 "disabled" coefficients without transforming them first back to normal (unlogged) scale. Do we have to worry about smearing factors with this GLM specification? Thank you. yevgeniya * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/