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RE: st: Chow test
From
"Kaganova, Yevgeniya" <[email protected]>
To
<[email protected]>
Subject
RE: st: Chow test
Date
Thu, 1 Apr 2010 09:08:51 -0400
Thank you very much!
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Clive Nicholas
Sent: Thursday, April 01, 2010 1:18 AM
To: [email protected]
Subject: Re: st: Chow test
Yevgeniya Kaganova wrote:
> 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?
Happily assuming that -glm- is the way to estimate your model, what's wrong with combining those three groups to make an ordinally-measured index variable, and then running your model with that? In the interests of model parsimony - and being really lazy - that's what I would do.
--
Clive Nicholas
[Please DO NOT mail me personally here, but at <[email protected]>. Please respond to contributions I make in a list thread here. Thanks!]
"My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson.
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