Re: st: comparing regression coefficients across two models with the same dependent variables

[Suryadipta Roy <sroy2138@gmail.com>]

James,
On interpretation of interaction terms in non-linear models, you might
want to read the following paper carefully: "Interaction terms in
nonlinear models", by Pinar Karaca-Mandic, Edward C. Norton, and Bryan
Dowd, published in Health Services Research 47:1, Part I (February
2012).

Best,
Suryadipta.

Suryadipta Roy, PhD
Assistant Professor of Economics
Phillips School of Business - 210
High Point University
833 Montlieu Avenue
High Point, NC 27262.
336-841-9163.
Web: http://acme.highpoint.edu/~sroy/




On Sat, May 4, 2013 at 8:32 AM, Nick Cox <njcoxstata@gmail.com> wrote:
>
> Depends what you want to do. I missed the focus on -xt- in my first
> reply. Perhaps -xtgee- is closer to what you want.
> Nick
> njcoxstata@gmail.com
>
>
> On 4 May 2013 09:27, James Bernard <jamesstatalist@gmail.com> wrote:
> > Thanks Nick,
> >
> > The command you suggested solved the issue. But, may I check if the
> > -glm with the proper link function etc is a legitimate substitute for
> > -xtpoisson?
> >
> > Thanks,
> > James
> >
> > On Fri, May 3, 2013 at 7:04 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> >> Try -glm, link(log) f(poisson)- instead.
> >>
> >> Many earlier comments (e.g. from David Hoaglin) still apply, it seems to me.
> >>
> >> Nick
> >> njcoxstata@gmail.com
> >>
> >> On 3 May 2013 11:18, James Bernard <jamesstatalist@gmail.com> wrote:
> >>
> >>> Thanks for your helpful suggestion. It seems -suest- is the
> >>> solution.... but I am getting errors:
> >>>
> >>> But before I elaborate: I got some info form this link and tried the
> >>> steps:     http://www.ats.ucla.edu/stat/stata/code/suest.htm
> >>>
> >>> I am using -suest- on a panel Poisson model
> >>>
> >>> I run model 1 and store its estimates using est store [name 1]
> >>>
> >>> then model 2 and store its estimates as [name2]
> >>>
> >>> and then using -suest  [name1] [name2]
> >>>
> >>> this is the error I get:
> >>>
> >>> unable to generate scores for model low
> >>> suest requires that predict allow the score option
> >>> r(322);
> >>>
> >>> Please note that low is the name of the stored estimates
> >>
> >>  On Thu, May 2, 2013 at 10:34 PM, John Antonakis <John.Antonakis@unil.ch> wrote:
> >>
> >>>>
> >>>> 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.
> >>
> >> On 02.05.2013 16:12, James Bernard wrote:
> >>
> >>>>> 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)
> >>>>>
> >> *
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