James, this is so helpful. test age1ht age2ht ( 1) age1ht = 0.0 ( 2) age2ht = 0.0 F( 2, 24) = 17.29 Prob > F = 0.0000 The t-test is to test whether or not the unknown parameter in the population is equal to a given constant (in some cases, we are to test if the coefficient is equal to 0 – in other words, if the independent variable is individually significant.). Since I have clustered standard errors, the likelihood ratio test is not appropriate and I would like to use a Wald test. I. st: testing equality of coefficients across two ivregress models. quietly logit ybinary x1 . (Stata makes this the easiest of the three programs IMO.) However, when I run the wald test, I am getting errors (see details below) that Stata cannot find the models that … Let's say we want to test whether or not the coefficients on cyl and carb are identical. the two (lrtest cat1 lin1). You will notice here it is the exact some post-estimation lincom command to test the coefficient equality across all three models. 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 … I currently encounter a similar question: to test the equality of two regression coefficients from two different models but in the same sample. In Stata, heterogeneous choice models can … mod <- lm(mpg ~ disp + hp + cyl + carb, mtcars) The following tests are equivalent: Test one: I want to test if the coefficient of the first regression _b[IV2a] is significantly different from the coefficient of the second regression _b[IV2b]. Users with a solid understanding of the algebra of hypothesis tests may find the following approach more convenient, at least for simple versions of the test. (For the sake of completeness:IV2 is an interaction term where one of the variables is a dummy variable. But then I want to test whether all the coefficients in the two models based on the two subsamples are the same, i.e. Stata also allows us to estimate seemingly unrelated … This means that the regression coefficients between height and weight do indeed significantly differ across the 3 age groups (young, middle age, senior citizen). Test the claim that the gender differential is ten percent. test age=age2=0. I need to test whether the cross-sectional effects of an independent variable are the same at two time points. Thank you so much. Test the claim that the variable age does not belong in the model. Previous by thread: st: testing equality of coefficients across two ivregress models Hi Andrew, thanks so much for the explanation. Comparing coefficients across models . test female=-0.10. I divide the sample into two subsamples: male and female, and estimate two models on these two subsamples separately. whether I can just estimate the model using the combined sample of males and females. Dalhia ----- Original Message ----- From: "Fitzgerald, James"

To: "statalist@hsphsun2.harvard.edu" Cc: Sent: Thursday, August 2, 2012 11:30 PM Subject: st: RE: comparing coefficients across models Hi Dalhia I asked the exact same question yesterday and … I have panel data and cluster by company) My intention was to test if 0=_b[IV2a] - _b[IV2b]. Dear all, I want to estimate a model with IV 2SLS method. The F-test is to test whether or not a group of variables has an effect on y, meaning we are to test if these variables are jointly significant. , and estimate two models on these two subsamples are the same sample Stata allows... Panel data and cluster by company ) My intention was to test if 0=_b [ IV2a -... Question: to test whether or not the coefficients in the two models on these two subsamples are the,! St: testing equality of two regression coefficients from two different models but in the two are. And estimate two models based on the two models on these two subsamples separately ten percent term... 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