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Re: st: comparing regression coefficients across two models with the same dependent variables
From
James Bernard <[email protected]>
To
[email protected]
Subject
Re: st: comparing regression coefficients across two models with the same dependent variables
Date
Thu, 2 May 2013 23:25:36 +0800
Richard,
W and Z can be different or the same. In my case, they are the same. I
am comparing b0 of in two models where they are tested on a sample
split by low and high of another variable.
Interaction term is not easily interpretable in non-linear models
On Thu, May 2, 2013 at 10:40 PM, Richard Williams
<[email protected]> wrote:
> So, to be clear, W and Z are two different variables? Why? And, you aren't just comparing different models, you are comparing different models that have been estimated for different groups? Also what do you have against using interaction terms?
>
> Sent from my iPad
>
> On May 2, 2013, at 10:12 AM, James Bernard <[email protected]> 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/
*
* 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/