Re: st: Statistical Significance of the difference between two estimates from two separate regressions

[John Antonakis <John.Antonakis@unil.ch>]

Hi:

Two ways to do this:

reg y x if male = 0
est store zero
reg y x if male = 1
est store one
suest zero one

Then see -help suest- on how to test cross-equations coefficients. In 
your case it will be:

test x[zero_mean] = x[one_mean]

A more elegant and efficient way to do this is follows (assuming x is 
continuous, where we use factor variables, see -help factor variables-):

reg y c.x##i.male

...which will estimate the following:

y = b0 + b1x + b2male + b3x.male + e

The test of the coefficient b3 is the test of the difference of slopes 
of the effect of x for males and females.

Of course, for females, the effect of x on y is b1. For males the effect 
of x on y is b1 + b3

After estimation, you can see the interaction graphically (suppose the 
range of your x-axis is 1 through 20:

margins male, at(x = (1 20))

To better understand interactions see:

Aiken, L. S. & West, S. G. 1991. Multiple Regression: Testing and 
Interpreting Interactions. Newbury Park, CA: Sage Publications.

HTH,
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
Organizational Research Methods
__________________________________________

On 14.03.2014 11:03, Kyrizi, Andri wrote:
> Dear Statalisters,
>
> I am running two (pooled ols) wage regressions: one for males and one for females.
>
> I would like to test whether there is a difference between the estimates of the two groups and if the difference is statistically significant.
>
> Most importantly I am interested to see if the coefficient I receive for education is statistically different between the two groups.
>
> Could anyone help me with this? Is there a test to do this?
>
> Thank you,
> Andri
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