Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Nick Cox <njcoxstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: test for equality of coeff. across models with different samples |
Date | Tue, 3 Apr 2012 12:11:51 +0100 |
I should have said "the main issue here". On Tue, Apr 3, 2012 at 12:07 PM, Nick Cox <njcoxstata@gmail.com> wrote: > I don't think that is the issue here. The issue is that one model has > fixed effects and the other doesn't. Whatever the best answer is, it > is not using -test-, as -test- does not compare those two models; it > just works on the model in memory. > > Nick > > On Tue, Apr 3, 2012 at 11:55 AM, David Hoaglin <dchoaglin@gmail.com> wrote: >> Bettina, >> >> If one sample is a subsample of the other, the two estimates of a >> particular coefficient are not independent. You can "test their >> equality" by fitting a model to the full sample that includes an >> interaction between the subsample and each predictor (for the >> constant, an indicator for being in the subsample). The test would >> then be that the coefficient of the interaction is zero. >> >> David Hoaglin >> >> >>> I estimate two models and want to test for equality of coefficients across the equations. At the same time the samples I use differ across models (one is a subsample of the other) . >>> More specifically I estimate: >>> Logit dep.var independent vars >>> Logit dep.var independents vars, fe >>> >>> I want to know whether coefficientlist_eq.1=coefficientlist_eq.2 foreach independent variable. >>> Is test the appropriate command here? >> * >> * 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/