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RE: st: difference in lfit slop


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   RE: st: difference in lfit slop
Date   Tue, 4 Oct 2011 15:16:47 +0100

Austin's answer leaves some details. _cons is not the slope; it is the intercept. Look at p values to get significance levels. 

Nick 
[email protected] 


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Austin Nichols
Sent: 04 October 2011 15:07
To: [email protected]
Subject: Re: st: difference in lfit slop

Lars Folkestad <[email protected]>:

regress metode1 age
est sto m1
regress metode2 age
est sto m2
suest m1 m2
test [m1_mean]_b[age]=[m2_mean]_b[age]

On Tue, Oct 4, 2011 at 9:30 AM, Lars Folkestad <[email protected]> wrote:
> dear list
> i am doing a twoway scatte:
>
> twoway (scatter methode1 age) (scatter metode2 age) (lfit methode1 age) (lfit methode2 age)
>
> this gives two different lfit slopes, one for metode1 and one for metode2 by age. i would like investigate if this slope is different. i understand that i could investigate the coef from the two liniar regressions:
>
> regress metode1 age
> regress metode2 age
>
> using the methode described by clogg et al:
>
>  z= (b1-b2)/squ(SEb1e2-SEb2e2)
>
> where b1 is the estimated slope1 (metode1) and SEb1 is the standard error for metode1.
>
> my questions:
> how do i do this in stata?
> is the slope1 (b1) the same as _cons dfrom the metode1 regression model
> in the litterature, i've seen that z-values above 2 in large samples are signifikant. my sample is petit.
> so what z value is enough to discard rhe null hypothisis= there is no difference between the groups.
>
> thank you for your answer
>

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