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st: RE: Bootstrapping difference in coefficients of same variable between two models
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: RE: Bootstrapping difference in coefficients of same variable between two models
Date
Mon, 5 Apr 2010 18:11:46 +0200
<>
Have you taken into account -suest- capabilities?
*******
sysuse auto, clear
reg price weight
est store a
reg price weight length
est store b
suest a b
lincom _b[b_mean:weight]-_b[a_mean:weight]
*******
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Kristian Karlson
Sent: Montag, 5. April 2010 18:05
To: [email protected]
Subject: st: Bootstrapping difference in coefficients of same variable
between two models
Hi,
I need to compare regression coefficients of the same variable between
two models with different control variables:
reg y x
reg y x z
I am intersted in the _difference_ between the effects of x in the two
models. I wan't to bootstrap the difference in order to obtain the
standard error of the difference. (I am aware of the Clogg et al.
AJS-1995 analytical solution for the standard error, but I need to do
the bootstrap as well).
However, I have browsed through the -bootstrap- help file and Statalist,
but I can't figure out how to do it, when the bootstrapping involves two
commands.
All the best,
Kristian
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