I test whether different places that sell alcohol â such as liquor â¦ est store q6 . American Journal of Sociology, 100(5), 1261-1293.) Comparing Logit & Probit Coefficientsâ¦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. I found that 'suest ' of Stata is a very useful command for comparing regression coefficients between different (separated) regression models EASILY. * oglm replication of Allisonâs Table 2, Model 2 with interaction added: In statistics, regression analysis is a technique that can be used to analyze the relationship between predictor variables and a response variable. to get the second equation, consider the first equation and add a few explanatory variables) They say it â¦ presents an answer in the special case of nested equations (ie. One of the regressions has a different dependent variable than the other. xtreg y1 x i.z xtreg y2 x i.z I want to check whether the Î²s are significantly different. What I am aiming at is the following: y1 = c + Î² x y2 = c + Î² x In Stata. I'm doing OLS fixed effects regression, and would like to test whether coefficients are the same between the two. Would like to test whether coefficients are the same dependent variable than the other i doing! 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