My first thought would be to use something along the lines of sureg or suest combined with lincom, but I can't quite figure out a way to make it work. I am trying to compare the coefficients of two panel data regressions with the same dependent variable. Methodology and Stata Journal) shows promise According to KHB, their method separates changes in coefficients due to rescaling from true changes in coefficients that result from adding more variables to the model (and does a better job of doing so than y-standardization and other alternatives) I wonder if that is possible to compare coefficients between two multivariate regression model? The fourth edition of the book has been updated to include new features in Stata 13. Search in General only Advanced Search Search. Comparing Logit & Probit Coefficients…Richard Williams, ASA 2012 Page 5 In Stata, heterogeneous choice models can be estimated via the user-written routine oglm. (Also, note that if you use non-linear transformations or link functions (e.g., as in logistic, poisson, tobit, etc. qui xtlogit Iy x1 x2 if q==6,i(isub) nolog . I would normally use suest but it is not possible with reg2hdfe. Because there were some missing values for the variable rep78, Stata used only 69 (rather than the full 74) pairwise observations. I actually don't know if this is totally legitimate but it seems to work (I know, hardly the reassurance you are looking for, but I believe this is okay and would happily stand corrected if it isn't). Stata: Data Analysis and Statistical Software . Likewise, the coefficient of salary is the slope of the baseline company, and the coefficient of salary_d is the deviation of the comparison group's slope from the baseline slope. In Stata you can use suest and test to do it. See article by Mize et al (2019) in Sociological Methodology. Related to Sharon's question, I have a similar problem, where I want to estimate the covariance between estimated regression coefficients obtained under clustering, but for two different indicator variables with the same predictors: . I want to test if $\beta$ and $\omega$ are statistically different. I have understood that suest does not work with reghdfe. Log in with; Forums ; FAQ; Search in titles only. > > Unfortunately, y is truncated in my data and z is a dummy and thus a probit > will > be a better choice. Various selection criteria, such as semipartial correlations, are discussed for model selection. gsem is a very flexible command that allows us to fit very sophisticated models. I have seen a guide to do that using Stata suest but only applies to one independent variable model. > hi all, > > I'm interested in compare two coefficients from the following two > regressions: > y=a0+a1*X1+a2*X2+ey > z=b0+b1*X1+b2*X3+ez > Under the idea case of OLS regression, I can use SURE regression to achieve > efficiency and easily test whether a1=b1. Spearman’s rho: This is the Spearman correlation coefficient. Dear all, I have estimated a fixed effect panel regression model for two groups in my data set. I estimate them using the STATA command reg2hdfe with cluster at individual level. Comparing the coefﬁcients between models does not suggest substantial differences. Also, you can compare marginal effects. . We can compare the regression coefficients among these three age groups to test the null hypothesis. Prompted by a question on Statalist relating to efforts to compare (with a TTest) whether coefficients in two separate regression models systematically differ I stumbled upon the suest command.With the suest command, one can, e.g., regress one model, store its results, regress a second model, store its results, and then compare them with the test command. For example, you might believe that the regression coefficient of height predicting weight would be higher for men than for women. The Stata manual section covering suest runs through several examples with limited dependent variables that might be more applicable to your study. Is there any other way to compare between male and female parameters? If the models were multinomial logistic regressions, you could compare two or more groups using a post estimation command called suest in stata. does men and woman have the same betas). Comparing fixed effects coefficients between two groups 14 Apr 2017, 14:20. Re: Comparing coefficient across two xtmixed (growth curve) models Hi Lance, You could try a (pseudo-) multivariate model. Sometimes your research may predict that the size of a regression coefficient should be bigger for one group than for another. * oglm replication of Allison’s Table 2, Model 2 with interaction added: Number of obs: This is the number of pairwise observations used to calculate the Spearman Correlation Coefficient. Ho: B 1 = B 2 = B 3. where B 1 is the regression for the young, B 2 is the regression for the middle aged, and B 3 is the regression for senior citizens. We can formally test that coefﬁcients are the same for the full model m1 and the restricted models m2 and m3 by using the hausman command. Cite. I found that 'suest ' of Stata is a very useful command for comparing regression coefficients between different (separated) regression models EASILY. However, it is also useful in situations that involve simple models. The fear of crime variables are coded as Likert items with a scale of 1-5, (higher values are more safe) but I predict them using linear regression (see the Stata code at the end though for combining ordinal logistic equations using suest). You can browse but not post. Suest stands for seemingly unrelated estimation and enables a researcher to establish whether the coefficients from two or more models are the same or not. I have seen a guide to do that using Stata suest but only applies to one independent variable model. On Statalist you suggest the following: "What I meant is that I can think of two main uses for -suest-. sureg and suest do not work with ivregress(as far as I'm concerned), and with lincom I can't find a way to access the coefficients and their standard errors. If you concluded that they are not equal, then it is obvious from inspection that sranklow is the bigger of the two. I am trying to use Suest to compare the coefficients of a regressor in two regressions ran on two different datasets. I wonder if that is possible to compare coefficients between two multivariate regression model? For example, when we want to compare parameters among two or more models, we usually use suest, which combines the estimation results under one parameter vector and creates a simultaneous covariance matrix of the robust type. est store q5 . What I am aiming at is the following: y1 = c + β x y2 = c + β x In Stata . Solution 2: Try suest. Statistical methods are developed for comparing regression coefficients between models in the setting where one of the models is nested in the other. Notice that the constant and the coefficient on x are exactly the same as in the first regression. Dear Stata Forum, I was trying to compare (or test the equality of) the coefficients 1. of the same specification (using 'xtreg') but for male and female samples using 'estimates store' and then 'suest' command. Race is of course nominal, and income and age are binned as well, but I treat the income bins as a linear effect. And I want to test if the coefficients are significantly different for both group. If the coefficients themselves (rather than the variables) have an asymptotic normal distribution then you should be able to use t-tests. Note, however, that the formula described, (a-c)/(sqrt(SEa^2 + SEc^2)), is a z-test that is appropriate for comparing equality of linear regression coefficients across independent samples, and it assumes both models are specified the same way (i.e., same IVs and DV). This is, in effect, testing if the estimated parameters from the first regression are statistically different from the estimated parameters from the second regression: Here is a simple way to test that the coefficients on the dummy variable and the interaction term are jointly zero. qui xtlogit Iy x1 x2 if q==5,i(isub) nolog . [Thread Prev][Thread Next][Thread Index] st: FW: comparing coefficients between 2 models with suest and pweight. From Thorhildur Olafsdottir

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