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Re: st: test of significant between coefficients
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: test of significant between coefficients
Date
Tue, 27 Sep 2011 10:48:33 -0400
At 10:35 AM 9/27/2011, Andrea Rispoli wrote:
Dear Statalisters,
I am running a test of significance between two coefficients of the
same OLS regression.
My question is : if the two coefficients are not significant, does it
still make sense to conduct the test? I am asking because sometimes
while the individual coefficients are not significant the difference
between them is significant, so I was trying to understand the meaning
of this result.
Thank you!
AR
It can happen. The individual tests are testing whether the
coefficients equal zero. The equality test might be testing whether,
say, -.5 significantly differs from .5. In any event, there is
nothing that says all your tests have to be logically consistent with
each other. The overall F or chi-square statistic might be
significant for a model, while none of the individual coefficients are.
A more common situation might be where a coefficient is significant
in one group but not in another. I always warn my students to be
careful about saying X is important for one group but not the other.
If, say, you are comparing whites and black, your white sample size
might be much larger, which can help the effect to achieve
significance for whites but not blacks. The actual estimated
coefficients, however, may be quite similar.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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