Is there any method/creteria to standardize regression coefficients coming from different regressions. Below, we have a data file with 10 fictional females and 10 fictional males, along with their height in inches and their weight in pounds. But that is not the same thing as testing sranklow > srankhigh. For example, you might believe that the regression coefficient of height predicting weight would be higher for men than for women. As I said in #6, there is the option of applying a one-tailed test of sranklow = srankhigh. For number-1, you could analyze the whole dataset with both gender and add gender in the model. test age=age2=0. Dear Statalist, I am trying to get stata to test the equality of coefficient estimates following two xtabond arellano-bond regressions. This test will have 2 df because it compares three regression coefficients. use sample_1, clear //Read dataset for the first regression regress nis switch_lead reppdr reppret reppdrret est store model1 GitHub is home to over 50 million developers working together to host and review code, manage projects, and build software together. Dear all, I want to estimate a model with IV 2SLS method. Sometimes your research may predict that the size of a regression coefficient should be bigger for one group than for another. Normally I would run suest and lincom following two regressions but this doesn't work after xtabond because xtabond is is gmm estimation. With two regular regressions I would use something like the following code in Stata to test a cross-equation restriction: sureg (y1 x ) (y2 x ) lincom [y1]x - [y2]x However Stata is explaining that this is not possible when I try to use xtreg. which tests the null hypothesis: Ho: B 1 = B 2 = B 3. Using the Base Model, again test the claim that the return to each additional year of schooling is nine percent, but this time do not use Stata's test … In Stata. Juni 2009 17:02 An: statalist@hsphsun2.harvard.edu Betreff: st: Testing the Equality of Coefficients Across Two xtabond Arellano-Bond Regressions Dear Statalist, I am trying to get stata to test the equality of coefficient estimates following two xtabond arellano-bond regressions. If you concluded that they are not equal, then it is obvious from inspection that sranklow is the bigger of the two. Test the claim that the variable age does not belong in the model. Here is how I code it. I divide the sample into two subsamples: male and female, and estimate two models on these two subsamples separately. I am trying to use Suest to compare the coefficients of a regressor in two regressions ran on two different datasets. Test the claim that the gender differential is ten percent. See help qreg Editted: qreg is not probably suitable for nested data. For number-2, have you considered Stata's quantile regression? Well, you have the results of testing whether they are equal. test female=-0.10. The coefficeint for gender produced by the model is the test for equality of the coefficients between male and female. But then I want to test whether all the coefficients in the two models based on the two subsamples are the same, i.e. xtreg y1 x i.z xtreg y2 x i.z I want to check whether the βs are significantly different. whether I can just estimate the model using the combined sample of males and females. OR We want to compare regression beta's coming from two different regressions. Stata reports it has omitted all independent variables (11 in total, but 'ESG' is the variable of interest) due to collinearity (I assume that's supposed to happen) The coefficient for "which_outcome#c.ESG2" is statistically significant, but does not match the actual difference between both coefficients when I run the regressions separately. Calculate and compare coefficient estimates from a regression interaction for each group. 1. linearHypothesis() to test coefficients of terms enclosed in I(X) 0. Dismiss Join GitHub today. The regress command will be followed by the command: test age1ht age2ht. We can now use age1 age2 height, age1ht and age2ht as predictors in the regression equation in the regress command below.

testing equality of coefficients from two regressions stata

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