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Re: st: Testing the difference between coefficients with interaction variables
From
Tirthankar Chakravarty <[email protected]>
To
[email protected]
Subject
Re: st: Testing the difference between coefficients with interaction variables
Date
Sat, 27 Aug 2011 00:10:02 -0700
Add the "equal" option:
/****************************/
sysuse auto, clear
regress price c.mpg##i.rep78
testparm c.mpg#i.rep78, equal
/****************************/
T
On Sat, Aug 27, 2011 at 12:04 AM, Michael Crain <[email protected]> wrote:
> Yes, I see this is testing for differences between the base group
> compared to each of the other groups:
>
> base group - group 2 = 0
> base group - group 3 = 0
> etc.
>
> I am trying to test not only base group - group 2 = 0,
> but also: group 2 - group 3 = 0
>
> Can examining coefficients between groups other than the base group be
> done in a straightforward way?
>
>
> --- On Sat, 8/27/11, Tirthankar Chakravarty <[email protected]> wrote:
>
>> From: Tirthankar Chakravarty <[email protected]>
>> Subject: Re: st: Testing the difference between coefficients with interaction variables
>> To: [email protected]
>> Date: Saturday, August 27, 2011, 2:28 AM
>> Here is an example:
>>
>> /****************************/
>> sysuse auto, clear
>> regress price c.mpg##i.rep78
>> testparm c.mpg#i.rep78
>> /****************************/
>>
>> This tests whether or not the coefficient on "mpg" is
>> significantly
>> different across categories of "rep78". In this case, you
>> are unable
>> to reject the hypothesis that they are indistinguishable
>> from the
>> coefficient of "mpg" for the base group.
>>
>> T
>>
>> On Fri, Aug 26, 2011 at 11:12 PM, Michael Crain <[email protected]>
>> wrote:
>> > I know testing the difference between coefficients of
>> variables is
>> > straightforward:
>> >
>> > reg y x1 x2 x3
>> > test x1 = x2 = x3
>> >
>> > Is the test as straightforward for examining
>> coefficients in models
>> > with interactions variables?
>> >
>> > reg y x1 x2 x3 x1*x2 x1*x3
>> >
>> > where:
>> >
>> > x2 and x3 are dummy variables that identify
>> groups
>> >
>> > the base group is when x2=0 and x3=0, group 2
>> > is when x2=1 and x3=0, group 3 is when x2=0 and
>> x3=1
>> >
>> > I am interpreting the effect of the base group as x1's
>> coefficient. The
>> > effect of group 2 is the sum of coefficients of the x1
>> and x1*x2
>> > variables. Lastly, the effect of group 3 is the sum of
>> coefficients of
>> > the x1 and x1*x3 variables.
>> >
>> > Now, I want to examine whether the effects of the
>> three groups are
>> > different.
>> >
>> > Is the test:
>> >
>> > test x1 = x1*x2 = x1*x3
>> >
>> > *
>> > * 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/
>> >
>>
>>
>>
>> --
>> Tirthankar Chakravarty
>> [email protected]
>> [email protected]
>>
>> *
>> * 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/
>>
>
>
> *
> * 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/
>
--
Tirthankar Chakravarty
[email protected]
[email protected]
*
* 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/