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| From | John Antonakis <John.Antonakis@unil.ch> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: comparing regression coefficients across two models with the same dependent variables |
| Date | Thu, 02 May 2013 16:34:35 +0200 |
Hi:This is easily and correctly done with Stata's -suest- command. You can test for differences in coefficients across equations as well as sets of coefficients, including intercepts.
Best, J. __________________________________________ John Antonakis Professor of Organizational Behavior Director, Ph.D. Program in Management Faculty of Business and Economics University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor The Leadership Quarterly __________________________________________ On 02.05.2013 16:12, James Bernard wrote:
Hi all, This may seem simple, but the seems to be no consensus on it. I have two regressions with the same dependent variables I want to compare the same independent variable across these two models: Y=a+b0X+b1Z Y=a+b0X+b1W Now, I want to compare b0 across these two models. Any idea if this can be done in Stata? Comparing two coefficients in the same model is rather discussed and clear, but how about the case I mentioned? (the reason I am doing this is that I am splitting my sample instead of using interaction effects) I appreciate your help James * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/