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st: RE: Comparing regression fits of 2 different DVs to the same IV
From
"Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Comparing regression fits of 2 different DVs to the same IV
Date
Tue, 27 Nov 2012 16:28:23 -0600
Hi Jared - One way to do this is with -sureg-
. sureg (sbp hr) (dbp hr)
Seemingly unrelated regression
----------------------------------------------------------------------
Equation Obs Parms RMSE "R-sq" chi2 P
----------------------------------------------------------------------
sbp 883 1 18.28341 0.0722 68.68 0.0000
dbp 883 1 10.87193 0.0046 4.11 0.0426
----------------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
sbp |
hr | .1981266 .0239078 8.29 0.000 .1512681 .2449851
_cons | 98.89311 2.625669 37.66 0.000 93.74689 104.0393
-------------+----------------------------------------------------------------
dbp |
hr | .0288202 .0142164 2.03 0.043 .0009565 .0566838
_cons | 69.85049 1.561311 44.74 0.000 66.79037 72.9106
------------------------------------------------------------------------------
. lincom [sbp]hr-[dbp]hr
( 1) [sbp]hr - [dbp]hr = 0
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
(1) | .1693064 .018291 9.26 0.000 .1334568 .2051561
------------------------------------------------------------------------------
Al Feiveson
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Jared Saletin
Sent: Tuesday, November 27, 2012 3:47 PM
To: [email protected]
Subject: st: Comparing regression fits of 2 different DVs to the same IV
Hi all,
I was hoping to ask for a little sage stat wisdom from the list.
I have two different behavioral metrics (Y1 and Y2), and I'd like to regress each onto the same within-subject predictor (X).
I've created two models:
Y1 = B0 + B1X1;
Y2 = B0 + B1X1;
Given that Y1 and Y2 are related but different aspects of a behavioral task, I'd like to examine whether X1 has a different predictiveness on Y1 than on Y2. I know there are tests for comparing overlapping correlation coefficients, however I'd like to be able to do it within the realm of regression. Does anyone one know if this is possible?
It seems that options would included comparing standardized regression coefficients or r-squares, but it doesn't seem like either scenario is correct in a case where the DV's differ, but the IV's are the same.
Any help would be greatly appreciated!
Cheers,
Jared.
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