The final fourth example is the simplest; two regression coefficients in the same equation. If the models were multinomial logistic regressions, you could compare two or more groups using a post estimation command called suest in stata. When you use software (like R, Stata, SPSS, etc.) Statistical methods for comparing regression coefficients between models. One example is from my dissertation , the correlates of crime at small spatial units of analysis. . to get the second equation, consider the first equation and add a few explanatory variables) They say it … est store q5 . I test whether different places that sell alcohol — such as liquor … The coefficient of weight implies that a unit increase in weight reduces the logs odds of the car being foreign (vs. domestic) by -0.004. 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: . The most important, it can deal with complex survey data. ... Stata: comparing coefficients from different regressions (different dependent variables) presents an answer in the special case of nested equations (ie. * oglm replication of Allison’s Table 2, Model 2 with interaction added: I found that 'suest ' of Stata is a very useful command for comparing regression coefficients between different (separated) regression models EASILY. 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. Comparing Logit & Probit Coefficients…Richard Williams, ASA 2012 Page 5 In Stata, heterogeneous choice models can be estimated via the user-written routine oglm. I am trying to compare the coefficients of two panel data regressions with the same dependent variable. xtreg y1 x i.z xtreg y2 x i.z I want to check whether the βs are significantly different. In statistics, regression analysis is a technique that can be used to analyze the relationship between predictor variables and a response variable. qui xtlogit Iy x1 x2 if q==5,i(isub) nolog . est store q6 . American Journal of Sociology, 100(5), 1261-1293.) The above STATA command yields estimates of the three coefficients: one constant/intercept, and the two coefficients for weight and mileage. For this you need either STATA or SAS. What I am aiming at is the following: y1 = c + β x y2 = c + β x In Stata. The op is asking for non-nested regression comparisons. There are two types of regression comparisons - nested (2 or more groups, same regression), and non-nested (1 group, 2 or more regressions). I'm doing OLS fixed effects regression, and would like to test whether coefficients are the same between the two. Tips - Stata: -suest- for comparing regression coefficients between models . One of the regressions has a different dependent variable than the other. 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. qui xtlogit Iy x1 x2 if q==6,i(isub) nolog . ), 1261-1293. OLS fixed effects regression, and would like to test coefficients. 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