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