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| From | "Kyrizi, Andri" <ak196@leicester.ac.uk> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: Statistical Significance of the difference between two estimates from two separate regressions |
| Date | Fri, 14 Mar 2014 10:39:07 +0000 |
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 >> * >> * 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/ * * 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/