I test whether different places that sell alcohol — such as liquor … est store q6 . American Journal of Sociology, 100(5), 1261-1293.) Comparing Logit & Probit Coefficients…Richard Williams, ASA 2012 Page 5 In Stata, heterogeneous choice models can be estimated via the user-written routine oglm. One example is from my dissertation , the correlates of crime at small spatial units of analysis. The op is asking for non-nested regression comparisons. 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. There are two types of regression comparisons - nested (2 or more groups, same regression), and non-nested (1 group, 2 or more regressions). I am trying to compare the coefficients of two panel data regressions with the same dependent variable. est store q5 . When you use software (like R, Stata, SPSS, etc.) The most important, it can deal with complex survey data. The final fourth example is the simplest; two regression coefficients in the same equation. 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: . 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. Statistical methods for comparing regression coefficients between models. ... Stata: comparing coefficients from different regressions (different dependent variables) If the models were multinomial logistic regressions, you could compare two or more groups using a post estimation command called suest in stata. qui xtlogit Iy x1 x2 if q==5,i(isub) nolog . For this you need either STATA or SAS. 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 . . Tips - Stata: -suest- for comparing regression coefficients between models . The above STATA command yields estimates of the three coefficients: one constant/intercept, and the two coefficients for weight and mileage. 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