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

["Kyrizi, Andri" <ak196@leicester.ac.uk>]

Ok, thank you very much
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of John Antonakis [John.Antonakis@unil.ch]
Sent: 14 March 2014 10:37
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Statistical Significance of the difference between two estimates from two separate regressions

Yes.

__________________________________________

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 11:26, Kyrizi, Andri wrote:
> Hello Professor Antonakis,
>
> Thank you so much for your help and for the reference.
>
> The only point I am not sure I understand is: The test of the coefficient b3 is the test of the difference of slopes of the effect of x for males and females.
> --> So the t-test on b3 will be the test of testing the difference?
>
>   I will try this and hopefully I will be able to do it.
>
> All the best,
> Andri
> ________________________________________
> From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of John Antonakis [John.Antonakis@unil.ch]
> Sent: 14 March 2014 10:14
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Statistical Significance of the difference between two estimates from two separate regressions
>
> 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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