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Re: st: How to test whether coefficient change between two models significant
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: How to test whether coefficient change between two models significant
Date
Tue, 07 Jun 2011 12:42:57 +0200
Hi:
A Hausman test could be used for this. Assuming B is consistent you'd
simply do, e.g.:
webuse auto
reg price mpg
est store eff
reg price mpg weight
est store con
hausman con eff, sigmamore
HTH,
J.
__________________________________________
Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
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The Leadership Quarterly
__________________________________________
On 07.06.2011 12:01, Bluesman Wood wrote:
Hi.
I have two linear regression models A and B:
A:
attribute = c + explanatory_var1
B:
attribute = c + explanatory_var1 + explanatory_var2
Given that I know both explanatory variables are significant, I would like to know a way of testing whether the regression coefficient for explanatory_var1 changes significantly when I add in explanatory_var2.
Does anyone know a test for this that I could perform in STATA?
Many thanks,
Sam.
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