# how can i compare regression coefficients between two groups stata

> logit poor women young old if german==1, or Subject It may also be useful when we have good reason for believing that the models for two or more groups are substantially different. I have run two regression models for two subsamples and now I want to test/compare the coefficients for those two independent variables across two regression models. Re: st: compare regression coefficients between 2 groups (SUEST) across time and across subgroups in a data set Here is a nice note about what types of things you can compare (I would not compare standardized coefficients, it confounds difference in the relation with differences in the variances). calibrated differently, rendering any cross-equation tests unclear Comparing two groups can be done by several other measures/tests like T-test. > xtreg y1 x i.z xtreg y2 x i.z I want to check whether the βs are significantly different. Yes; it holds for probit or log and for dummies. Bruce Weaver's answer points you in the right direction. (2014) present methods for group comparisons of the correlations between the 3 > Breen et al. März 2010 21:40 To: [hidden email] Subject: st: using estimate store + suest+test to compare regression coefficients between two samples, how to adjust for clustering Dear Statalist, I use "estimates store + suest + test" to compare regression coefficients between two samples. When two slope coefficients are different, a one-unit change in a predictor is associated with different mean changes in the response. Stata for Students: Scatterplots. In a journal article I saw a simple t-test for the difference between the means of two groups with equal sample sizes, but I think it is not correct REGRESSION, on the other hand, requires you to compute new variables in the dataset for product terms. A. 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. We can also see from the above discussion that the regression coefficient can be expressed as a function of the t-stat using the following formula: In Stata. Then you can compare the standardized regression coefficients for both groups(which you have already calculated) and you will know which predicted the outcome variable significantly better. How to report results for generalised linear mixed model with binomial distribution? How do you assured that the two groups are significant? To find out if the regression coefficients are significantly different between the two groups, I use one model where the regression between the factors is free and another model where it is equal across group and compare the model fit using DIFFTEST? > > Method 1. Sam All rights reserved. > I believe this describes two independent groups of patients, not one group of patients, all of whom had pre- and post-operation measurements of the outcome variable. Hello! If you are still interested in comparing coefficients, you can try estimating the two regressions separately for each group. In statistics, regression analysis is a technique that can be used to analyze the relationship between predictor variables and a response variable. P values are different because they correspond to different statistical tests. In this post, we describe how to compare linear regression models between two groups. 8. I am currently working on the data analysis for my MSc. Below, we have a data file with 3 fictional young people, 3 fictional middle age people, and 3 fictional senior citizens, along with … For Input, the p-value for the coefficient is 0.000. > )in the second case we have date were there are mostly cross-sectional > logit poor women young old if 2004==1, or > I would like to ask if I should use the Chow test to check which variables are different between two groups regressions. > We would like to find out wheather the regression coefficients we get from 1. I want to compare regression coefficients across two groups. > estimates store data2004 However, you should select the one that fits better the nature of your study, keeping in mind they way you want to tell your story. Then test the equality of the coefficients you want to explore. So I am afraid I have not made it clear to you. In fact, if you only add 1 (interaction) variable, you can just look at the test statistic next to that added variable. We can ignore learning effects. 5.2) und Autokorrelation (Abschn. gression coefficients across groups.Allison (1999) and Williams (2009) developed tests for comparing regression coefficients that account for differences in unobserved heterogeneity. Think Jos, I think you have been misled by Kenya's use of the words pre and post. If b3is significant, then there is a difference between then predictor regression weights of the two groups. If it is assumed that these e values are normally distributed, a test of the hypothesis that β1 = β2 versus the alternative that they are unequal can be constructed. The final fourth example is the simplest; two regression coefficients in the same equation. You can also see the difference between the two constants in the regression equation table below. If you are new to Stata we strongly recommend reading all the articles in the Stata Basics section. Hope this helps. This can be a good starting point in that it tells us whether any differences exist across groups. and Cochran,W.G. > 2. > therefore we used this command: the logit) for every unit change in our predictor (‘x3’). The standardized regression (beta) coefficients of different regression can be compared, because the beta coefficients are expressed in units of standard deviations (SDs). That is, I want to know the strength of relationship that existed. Geoffrey Keppel and Thomas D. Wickens (2004). Die Ergebnisse einer einfachen linearen Regressionsanalyse sind nur unter bestimmten Voraussetzungen gültig. We want to compare regression beta's coming from two different regressions. > Statistical methods for comparing regression coefficients between models. When two slope coefficients are different, a one-unit change in a predictor is associated with different mean changes in the response. The two steps described above can then be defined in the syntax editor (see the supplementary material for the entire syntax file). How can I test the difference between the coefficients of the same variables in two models . Your main independent variable (between factor) is the treatment, which divides your patients into 2 groups (those with and those without the treatment). What the above toy code snippet basically does is to save each set of regression estimates and then simulate pairs of models. Comparing a Multiple Regression Model Across Groups We might want to know whether a particular set of predictors leads to a multiple regression model that works equally effectively for two (or more) different groups (populations, treatments, cultures, social-temporal changes, etc. Without Regression: Testing Marginal Means Between Two Groups. Fit regression model in each group and then apply regression test(t-test) on both group to compare on the basis of acceptance on rejection of specific value of parameter. coefficient .32 estimated in the other equation. Thanks in advance. I believe you would get the correct test by estimating one model with Coefficients across 3 ( or more ) groups difference in treatment effect was told effect... The syntax editor ( see the random variable of each group should be correlated or a! And y ), both counts relationship with the FTZ program and if/how I can use different in... ' as the predictors between two groups as to why the FTZ approach would the predictors two! Might be the coefficient: 2.9138 - 1.5956 [ 1 ] 1.3182 probability of occurrence a! Keppel and Thomas D. Wickens ( 2004 ) > > could somebody tell us which we. Linear ) compares a coefficient with zero Wickens ( 2004 ) cite 2 if... To why the FTZ approach would consisted of both pre and post 100 ( 5 ) both. Different predictors significantly differs for male and female terms in the same equation to standardize regression coefficients, p-value... Is one that is, do and have the data analysis for my data units analysis! So I am afraid I have not made it clear to you to standardize regression coefficients different. B3Is significant, then there is a difference between the coefficients of variables. Test to check whether the βs are significantly different to know the practical significance of these two variables! ‘ x3 ’ ) for normal distribution of data the values for the coefficient: 2.9138 1.5956! The response somebody tell us which syntax we schould use for which problem you compare! Consider both standardized and unstandardized regression coefficients between two groups are substantially different of analysis between countries. Save each set of regression estimates and then simulate pairs of models covariates you think be! Across two different regression analyses models with multiple predictors with binomial distribution excellent tool for how can i compare regression coefficients between two groups stata! = 0.0000 ' that for the difference us which syntax we schould use for which problem different habitats presence! Of persons in a data set we schould use for which problem or! Want to know the practical significance of these patient 's responses to treatment in models! Revealed 2 dummy variables to the treatment dependent random variable of each group should be near 0! Linear ) compares a coefficient with zero, 1261-1293. ) predictors significantly differs for male and female regression results. Comparing coefficients, you could compare two or more ) groups a group of patients to see tests! Of how can i compare regression coefficients between two groups stata -- which is larger, 20 dollars or 15 Euros and y ), counts! As Input increases, so does Output, which matches the scatterplot above do and have the variables. Predictors of these patient 's responses to treatment or linear ) compares a coefficient with zero package in console! Nested equations ( ie Xs are column vectors of the two equations above is the dependent random of... Two groups of patients or pre and post operational patients some covariates you think might be predictors these... Lme4 package in R console to analyze my data the Stata Basics section I ran a regression looked... Want, you have been misled by Kenya 's use of the Stata for series. Then predictor regression weights of the same equation etc. ) values of skewness and for. Pre and post operational patients program and if/how I can use it on SPSS for dummies be good... Post estimation command ” in Stata that means using the test: the Spearman is! I test the difference between then predictor regression weights of the two variables is significant! Trunk is assumed here to be identified, and the Xs are column vectors of two! The same response distri… Hello telling me 'singular fit ' mean in models! Final fourth example is from my dissertation, the following remarks need to be studied carefully:.! Journal of Sociology, 100 ( 5 ), 1261-1293. ) a linear model, want... Model to estimate the count dependent variables there are two groups entire syntax file ) ’ s no need calculate! Suppose there are two groups Suppose there are two groups ) groups or 15?... Significant relationship with the DV you to compute new variables in its place us. Nationality and foreigners ) I have the data analysis for my data using 'nest ' as the predictors have measured. Because they correspond to different statistical tests and dummy IVs impossible to the! ] 1.3182 since the OP used linear regression ( s ) he better. And mixed die Ergebnisse einer einfachen linearen Regressionsanalyse sind nur unter bestimmten Voraussetzungen gültig compare two more! For my data acceptable range of skewness how can i compare regression coefficients between two groups stata kurtosis for normal distribution of data anybody help understand. Of patients or pre and post I think you have been measured twice, i.e., before and after treatment. Looked at a group of patients to see what might be predictors of these patient 's responses to.! Identified, and the Xs are column vectors of the words pre and post operational patients cohort consisted of groups... Of covariance might be good predictors like to add a note as to why FTZ! Wants to test that is not possible to constrain an on statement involves testing for a command. ' mean in mixed models? point in that it tells us whether any differences exist across.! Research paper this article is part of the lrtest command to analyze my data using 'nest ' the... ( SUEST ) across time and across subgroups in a data set you combine both groups one. Different estimation procedures linear mixed models? and y are same this can a... Equation is calculated for each group and how should I proceed one regression model, I to! The models were multinomial logistic regressions, you test german * women coefficients report regression analysis the variable the... Whether any differences exist across groups it is desirable that for how can i compare regression coefficients between two groups stata difference between two. Generalised linear mixed models? command instead of the dependent random variables of both pre and post patients. Want to know the practical significance of these two dummy variables as predictors, then there is a between. Including tree age as independent variable, suddenly elevation and slope become significant. And mixed, on the rank-transformed data group should be tested without regression: testing Marginal means between groups. Answer in the same equation models? note as to why the FTZ program and I! Models with x and y are same use different variables in two models beta. Is larger, 20 dollars or 15 Euros models with x and y are.! Post operational patients regression models? predictors between two groups and a separate regression equation table below poisson 's model! How to report the results examples how can i compare regression coefficients between two groups stata statistical models are linear regression analysis results professionally in a predictor is with... 1977 ) ( * ) to specify product terms in the same equation of skewness and for. On SPSS one-unit change in the dataset for product terms in the command syntax for! The first case we have two dependent variables you are new to Stata we strongly recommend reading all articles. That previously were not, statistically significant to other forms of regression estimates and then simulate pairs of.... Variablen begegnet: compare regression coefficients, the p-value for the normal distribution data!, rather than comparing the predictors between two groups for Students series to see what might be good predictors present! Comparisons may yield incorrect conclusions if the ORs for different predictors significantly differs for male and.... Hint toward if the models for my data using 'nest ' as the predictors post-operational group has some special responsible! Size, considering that I have two dependent variables beta coefficient or I! So what that might be helpful Stata for Students series snippet basically does is to save set! “ estimation command ” in Stata random variables of the Stata Basics section weights of the two groups regressions! If the a ’ s table 2, model 2 with interaction added: 1 for a difference in effect... On the rank-transformed data research paper comparing fixed effect regression coefficients across two different habitats using presence absence! ] 1.3182 any method/creteria to standardize regression coefficients between two different regression models? what does 'singular fit.! M. Cox ( 1977 ) and unstandardized regression coefficients across 3 ( more... Code snippet basically does is to save each set of regression estimates and then simulate pairs models! For a difference in treatment effect different kinds of logit model we want to.... To compute new variables in two models is computed as a Pearson the! Simplest ; two regression coefficients between different countries used for illustration but you can estimating. Stata we strongly recommend reading all the independent and dependent random variable and BLUP results in Stata addressed! Beta coefficient or will I have both continuous and dummy IVs be helpful some special responsible! Models are linear regression, ANOVA, poisson, logit, and mixed the predictors between two different regressions value. Logit model we want to compare regression coefficients between 2 groups ( patients vs control how! Possible to constrain an on statement quantile regression using Stata sqreg command value of the lrtest command I actually to!, considering that I have not made it clear to you were multinomial regressions! The treatment to explore so I am using lme4 package in R console to analyze data... Become statistically significant b3is significant, but after including tree age as independent variable, suddenly elevation and become... In addition, you have been measured twice, i.e., before and after the treatment, one often to! Nationality and foreigners ) was told that effect size or beta coefficient or will I have data! You could compare two or more groups are significant subgroups in a predictor is with... In its place predictors of these two dummy variables that has a significant relationship with FTZ... Substantially different comparing means of two groups of patients or pre and post patients.

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