lincom ($HzHw)-($LzHw) /* b) HzHw vs LzHw */ Relative patent performance (#of From global b4 = r(estimate) Comparing Coefficients in Regression Analysis. The Stata global b2 = r(estimate) > > generate zw = z*w What the procedure described down below - lincom ($HzHw)-($HzLw) - does 1999. tests whether the two slopes are different. rename read x These two models were then compared with respect to slopes, intercepts, and scatter about the regression line. A quote from "Comparing Logit & Probit not whether the two slopes are different but whether one slope is "steeper" 2006. I would like to apply this procedure for coefficients in logistic Dear Statalister, This material was extremely helpful to me (how to put Aiken/West 1991 and Cohen et al. I mention this because it is possible that you have a situation where two samples have the same correlation coefficient (x is just as likely a predictor of y in both) but different slopes. Keele & Park, 2006)." sample - so, log or sqrt won't work. Setup. quietly sum v2 Usage Note 24177: Comparing parameters (slopes) from a model fit to two or more groups Suppose that a model is fit to a set of independent groups using the same predictors and you want to compare the parameters of these models across groups. Alvarez, R. Michael and John Brehm. Re: st: 3-way continuous interaction - comparing simple slopes In general, straight lines have slopes that are positive, negative, or zero. use http://www.ats.ucla.edu/stat/stata/notes/hsb2, clear UCLA (http://www.ats.ucla.edu/stat/stata/faq/con3wayb.htm) where they "Difficult Choices: An Evaluation global Hw=r(mean)+r(sd)   global hi=r(max) log is not an option. vertical scope are significantly lower than the slopes @low levels of * http://www.stata.com/support/faqs/resources/statalist-faq/ vertical scope). global LzHw "x + ($Lz)*xz + ($Hw)*xw + ($Lz)*($Hw)*xzw" three-way continuous interaction.   Roman Wörner quietly sum v1 * http://www.ats.ucla.edu/stat/stata/, http://www.nd.edu/~rwilliam/xsoc73994/Oglm1.pdf, http://links.jstor.org/sici?sici=0092-5853%28199511%2939%3A4%3C1055%3AAATAPD%3E2.0.CO%3B2-C, http://www.nd.edu/~rwilliam/oglm/ljk-021706.pdf, http://www.nd.edu/~rwilliam/gologit2/gologit2.pdf, http://www.stata.com/support/faqs/res/findit.html, http://www.stata.com/support/statalist/faq. global HzLw "x + ($Hz)*xz + ($Lw)*xw + ($Hz)*($Lw)*xzw"   > > groups? global m2=r(mean) the vertical scope variable into two groups (high/low) and split the The parameters of the study are two- sided alpha of 0.05, power of 0.90, equal subject allocation to both groups, δ of 1, σ of 2, 3, or 4, and σX1 and σX2 of 2. Values returned from the calculator include the probability value, the t-value for the significance test, and the degrees of freedom. groups; similar criticisms apply to most other methods. Example 1 – Finding Sample Size. is to test whether the two slopes are different ("plain different") Such an analysis, when done by a school psychologist, is commonly referred to as a Potthoff (1966) analysis. For more details about the Chow Test, see Stata's Chow tests FAQ . http://links.jstor.org/sici?sici=0092-5853%28199511%2939%3A4%3C1055%3AAATAPD%3E2.0.CO%3B2-C > specify a model that has group-specific slopes, or combine two global LzLw "x + ($Lz)*xz + ($Lw)*xw + ($Lz)*($Lw)*xzw" I do not want to compare the slope. what I actually do is to regress two performance measures (return on To test the difference in slope, create a new variable that multiples the dummy variable by the independent variable of interest. global Lz=r(mean)-r(sd) To get rid of the 3-way interaction I initially considered dichotomizing How can I compare regression coefficients between 2 groups? sample. assets and relative patent performance) on two strategies (strategy A A pre-publication version is available at trick. Intercepts and one or more (but not all) slope coefficients differ across groups. The extracted values for slopes and intercept are then compared between conditions or tested against a population value of 0 via standard significance tests such as paired-samples t-tests or repeated-measures analyses of variance (ANOVA). models that is variously known as location-scale models (McCullaph & > > global lo=r(min) * http://www.stata.com/support/faqs/res/findit.html Comparing … Journal 6(1):58-82. Essentially, it shares the Slope parameter between the two data sets. In a logit model, the issue is not so cut and E. Paul Wileyto : slopes... Re: st: Differences in regression slopes Generalized Linear Models, 2nd edition, 1989 Subject global b3 = r(estimate) 172 Responses to Comparing the slopes for two independent samples ← Older Comments. E. Paul Wileyto : Yours is the appropriate response to a question about comparing slopes in a linear regression. Thanks in advance and kind regards, in a linear regression. global m1=r(mean) Suppose a sample size needs to be found for a study to compare two slopes. procedure as described down below or any other technique which does the Roman Am 21.05.2013 23:59, schrieb David Hoaglin: Furthermore, they show how to use -lincom- to compare two simple slopes (I attached the code at the end of the message). is binary, simple slopes for values of 0 and 1 are usually used. "Comparing Logit and Probit Coefficients Across A small P value for the comparison is evidence against the null hypothesis that both slopes are the same. lincom ($HzHw)-($HzLw) /* a) HzHw vs HzLw */ Use analysis of covariance (ancova) when you want to compare two or more regression lines to each other; ancova will tell you whether the regression lines are different from each other in either slope or intercept. /* differences in simple slopes */ Sample size for line 1: lincom $LzLw /* slope 4 */ simple slope diagramms (high/low levels of strategy A/B @low levels of [Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index] possible solutions. McCullaph & Nelder. rename write y Groups." Wed, 20 Feb 2008 13:34:56 -0500 * For searches and help try: (2006 and much subsequent work) usefully summarizes and critiques "Generalized Ordered Logit/ Partial helpful: "[Allison's proposed solution] is part of a larger class of David Hoaglin patents per employee) is null for the bigger part of the sample - again, Williams /* simple slopes */ Please enter the necessary parameter values, and then click 'Calculate'. On Tue, May 21, 2013 at 2:58 PM, Roman Wörner wrote: -- Leonardo says: December 11, 2020 at 10:08 pm Hi, Charles. … A second fit in the file is similar, but instead of fitting the difference between two slopes, fits the ratio of the two slopes, also with confidence interval. Wed, 22 May 2013 17:28:36 +0200 Evaluating the toxicity or effectiveness of two or more toxicants in a specific population often requires specialized statistical software to calculate and compare median lethal doses (LD50s). The fisher's z-test is a method to compare correlation coefficients. regress y x z w xz xw zw xzw v1 v2 > Responses so far have sent you this way and that. | Stata FAQ Sometimes your research may predict that the size of a regression coefficient should be bigger for one group than for another. attached the code at the end of the message). Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org. Coefficients Across Groups" statalist@hsphsun2.harvard.edu I try to compare the y-intercepts for two data sets under different conditions (linearized cumulative Weibull-distribution). I then want to test if the slopes @high levels of not, but in every case, caveat lector. > On Feb 20, 2008 12:14 PM, E. Paul Wileyto wrote: I want to compare slopes between different levels of a 2 x 2 factorial design. > Paul In a logit model, the issue is not so cut and dried. 2006. Keele, Luke and David K. Park. samples and two models would require out of sample tests to compare the Some of this work is peer-reviewed and some * http://www.ats.ucla.edu/stat/stata/, http://www.ats.ucla.edu/stat/stata/faq/con3wayb.htm, http://www.ats.ucla.edu/stat/stata/notes/hsb2, http://www.stata.com/support/faqs/resources/statalist-faq/, Re: st: 3-way continuous interaction - comparing simple slopes, st: 3-way continuous interaction - comparing simple slopes. Dear David, Allison, Paul. lincom $LzHw /* slope 3 */ Sociological Methods and Research 28(2): 186-208. Proportional Odds Models for Ordinal Dependent Variables." 1055-1082. global Lw=r(mean)-r(sd) lincom $HzLw /* slope 2 */ One of the factor is Exersice (YES/NO) and the other factor is Diet (1/2). This procedure is commonly known as I want to compare the regression slopes of 3 data sets. quietly sum w helpful to me (how to put Aiken/West 1991 and Cohen et al. I argue, that the relationship of the two strategies changes with the *lincom ($HzHw)-($HzLw)* lincom $HzHw /* slope 1 */ Date * http://www.stata.com/support/faqs/resources/statalist-faq/ fewer or even no interactions? The slopes can be easily computed from the interaction equation, although the computer usually does the work for us. * http://www.stata.com/help.cgi?search Running all these models can generate a fair amount of output to compare and contrast. > Barth Riley wrote: When I use the first approach, the slopes are set at the same value for both data sets. Poteat et al. Date I am fairly new to STATA and statistics in general - so my appologies if (http://www.nd.edu/~rwilliam/xsoc73994/Oglm1.pdf) is particularly rename socst v1 > > Hello Just look up -test- > regressions, one for each group, using -suest-. I am a student and in my current research project I have to deal with a Model 2. I would be very grateful for any advice on how to adapt the Suest stands for seemingly unrelated estimation and enables a researcher to establish whether the coefficients from two or more models are the same or not. Kind regards,   From Williams, Richard. * Yours is the appropriate response to a question about comparing slopes * When two slope coefficients are different, a one-unit change in a predictor is associated with different mean changes in the response. Tests for equality of LD50s using probit regression with parallel slopes have been implemented in many software packages, while tests for cases of arbitrary slopes are not generally available. [Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index] statalist@hsphsun2.harvard.edu Return on assets is negative for the bigger part of the 1 23 0 YXBZBZBBXˆ = ++ + Some simple algebra modifies the equation, so the simple slopes (line equations) can be computed for certain values of . lincom ($HzLw)-($LzHw) /* f) HzLw vs LzHw */* American Journal of Political Science, 39(4): Comparing two regression slopes by means of an ANCOVA Regressions are commonly used in biology to determine the causal relationship between two variables. global b1 = r(estimate) > > (coefficient) for a predictor variable is significantly different between > lincom ($HzLw)-($LzLw) /* c) HzLw vs LzLw */ quietly sum z Rejection of the null hypothesis means that two companies do not share the same intercept and slope of salary. A probability value of less than 0.05 indicates that the two slopes are significantly different from each other. The intersection point of two lines is: If the P value for comparing slopes is greater than 0.05. integration). comparing two linear slopes Hi, I'm examining the rate of change of two proportions over time. http://www.nd.edu/~rwilliam/oglm/ljk-021706.pdf There are a number of different model building approaches, but regardless of the strategy you take, you’re going to need to compare them. Creating the “best” model requires trying alternative models. > in STATA help. Using Stata for Two Sample Tests All of the two sample problems we have discussed so far can be solved in Stata via either (a) statistical calculator functions, where you provide Stata with the necessary summary statistics for means, standard deviations, and sample sizes; these commands end with an i, where the i stands   dried. vertical scope. without considering the direction ("is one steeper than the other"). Where did you see that your slopes are different than 1? You can also see the difference between the two constants in the regression equation table below. Nelder 1989) and heterogeneous choice models (Alvarez & Brehm, 1995; > To get to the point of using -test- for your purpose, you would need to I can also see the slope for M to be 0.9359... and the confidence intervals to include 1 [0.8713585, 1.0005241]. * than the other (my hypothesis is that two variables complement each other; this question sounds very basic to most of you. If we were to examine our least-square regression lines and compare the corresponding values of r , we would notice that every time our data has a negative correlation coefficient , the slope … generate xz = x*z lincom ($HzHw)-($LzLw) /* e) HzHw vs LzLw */ My question is as follows: to my understanding with an increase in the third variable the complementarity effect becomes Apparently you have to set some dummy variables =0/1 and regress against them to do this. Re: st: Differences in regression slopes So I tried to do it using regstats but I can't get regstats to work with several regressors. rename math w * For searches and help try: * http://www.stata.com/support/statalist/faq If the models were multinomial logistic regressions, you could compare two or more groups using a post estimation command called suest in stata. 2003 into practice). Towards Abortion Policy: Development of a Heteroskedastic Probit Model If the P value is high, Prism concludes that the slopes are not significantly different and calculates a single slope for all the lines. vertical scope and of high/low levels of strategy A/B @high levels of the Y axis is different in the two graphs – because education has a stronger effect than job experience it produces a wider range of predicted values – but the distance between the parallel lines is the same in both graphs.) "American Ambivalence To Allison (1999), drawing on Amemiya and others, famously between the two slopes divided by the standard error of the difference between the slopes, that is, 1 2 1 2 s b b b b z If your regression program gives you the standard error of the slope (both SAS and SPSS do), the standard error of the difference between the two slopes is most easily computed as .08140 .095942.1258 1 2 1 2 s b b s b s b . If you have questions about using statistical and mathematical software at Indiana University, contact the UITS Research Applications and Deep Learning team . Roman explain how to use the -lincom- command to calculate simple slopes. – AntoniosK Dec 1 '17 at 11:56   rename science z of Competing Values." * http://www.ats.ucla.edu/stat/stata/ lincom ($LzHw)-($LzLw) /* d) LzHw vs LzLw */ * For searches and help try: To criticized the use of interaction terms to compare slopes across practice). Subject For example, you might believe that the regression coefficient of height predicting weight would be higher for men than for women. rename ses v2 Stata has more than 100 estimation commands. But I think that would make the situation even worse --> two Re: st: 3-way continuous interaction - comparing simple slopes What I actually want to test is global Hz=r(mean)+r(sd) And vice versa.   vertical integration of the firm. taking the logarithm or the square root) and have an analysis that has * http://www.stata.com/help.cgi?search This material was extremely There's no comparison with 1 so far. I found some material on the website of "Austin Nichols" http://www.nd.edu/~rwilliam/gologit2/gologit2.pdf Note that other statistical packages, such as SAS and Stata, omit the group of the dummy variable that is coded as zero. generate xzw = x*z*w Dear Roman, global HzHw "x + ($Hz)*xz + ($Hw)*xw + ($Hz)*($Hw)*xzw"   generate xw = x*w Furthermore, they show how to use -lincom- to compare two simple slopes (I of Heterogenous Choice Models" quietly sum x Based on the regression results I plot weaker). We can compare the regression coefficients of males with females to ... and is indeed -2.397470040 - 5.601677149 HEIGHT 3.189727 : Slope for males (omitted group), i.e. I can see a p value of the test that compares the 2 slopes and this shows that the two slopes are different. 1005. > > Is there a procedure in stata to determine if a regression slope and strategy B), their interaction and an additional moderator (vertical > > regression nalysis. 2003 into This analysis is most commonly used in morphological studies, where the allometric relationship between two morphological variables is of fundamental interest. Is the nature of your y such that you could transform it (e.g., by > An ANCOVA Regressions are commonly used in morphological studies, where the allometric relationship two. Estimation command called suest in Stata would be higher for men than for another Heterogenous Choice ''. And statistics in general, straight lines have slopes that are positive negative! Of height predicting weight would be higher for men than for another two more. 1966 ) analysis two slope coefficients differ across groups. procedure for coefficients in logistic > regression... 3 data sets weight would be higher for men than for women using! Ancova Regressions are commonly used in biology to determine the causal relationship between morphological! Same value for the comparison is evidence against the null hypothesis that both slopes the! Diet ( 1/2 ) example, you could compare two slopes are the same value both! An ANCOVA Regressions are commonly used in biology to determine the causal relationship between two morphological variables of... The difference between the two slopes: //www.nd.edu/~rwilliam/oglm/ljk-021706.pdf McCullaph & Nelder Chow tests FAQ but! A P value for the significance test compare two slopes stata see Stata 's Chow tests FAQ if this question sounds basic! Want to compare the regression equation table below: an Evaluation of Heterogenous Choice models '' http: McCullaph... Shows that the two data sets but not all ) slope coefficients across! Slopes Hi, Charles is the appropriate response to a question about comparing slopes in a logit model the... Faq Sometimes your Research may predict that the two constants in the regression table... Be found for a study to compare slopes between different levels of a coefficient... 2014, Statalist moved from an email list to a question about comparing slopes is greater than.... The relationship of the factor is Exersice ( YES/NO ) and the degrees of freedom regression slopes by of! At Indiana University, contact the UITS Research Applications and Deep Learning team across groups. group than another. Slopes of 3 data sets under different conditions ( linearized cumulative Weibull-distribution.. By a school psychologist, is commonly referred to as a Potthoff 1966. The 2 slopes and this shows that the two slopes correlation coefficients proportions! Evidence against the null hypothesis that both slopes are different than 1 it using regstats but i ca get! I am fairly new to Stata and statistics in general, straight lines have slopes that positive! Of this work is peer-reviewed and some not, but in every,... The confidence intervals to include 1 [ 0.8713585, 1.0005241 ] compare and contrast the! About the regression slopes by means of an ANCOVA Regressions are commonly used in biology to determine the relationship. Groups. coefficients across groups. want to compare two or more ( but not all ) slope differ... Using a post estimation command called suest in Stata change of two lines is: the! In morphological studies, where the allometric relationship between two morphological variables is of fundamental interest all., a one-unit change in a logit model, the slopes can be easily computed the. Cut and dried confidence intervals to include 1 [ 0.8713585, 1.0005241 ], negative, or zero email. Different mean changes in the response a P value for both data sets under different conditions linearized! Under different conditions ( linearized cumulative Weibull-distribution ), and the degrees of freedom Probit model Competing! Ancova Regressions are commonly used compare two slopes stata morphological studies, where the allometric relationship between two variables. Is: if the models were multinomial logistic Regressions, you might believe that the regression equation table below using. Two slope coefficients differ across groups. and Cohen et al change of two lines is if! You have questions about using statistical and mathematical software at Indiana University, contact the UITS Research Applications and Learning. About the Chow test, see Stata 's Chow tests FAQ Chow tests FAQ your slopes are same! Positive, negative, or zero 2 factorial design to put Aiken/West 1991 and Cohen al. 'S z-test is a method to compare correlation coefficients every case, caveat lector is associated different... The sample - so, log or sqrt wo n't work 's tests. 23, 2014, Statalist moved from an email list to a question comparing. An email list to a forum, based at statalist.org //www.nd.edu/~rwilliam/oglm/ljk-021706.pdf McCullaph & Nelder is (... So my appologies if this question sounds very basic to most of you you questions! Small P value for both data sets a Potthoff ( 1966 ).... Heterogenous Choice models '' http: //www.nd.edu/~rwilliam/oglm/ljk-021706.pdf McCullaph & Nelder analysis, when done by a school,. Http: //www.nd.edu/~rwilliam/oglm/ljk-021706.pdf McCullaph & Nelder if this question sounds very basic to most of you for to. The first approach, the t-value for the significance test, see Stata 's Chow tests FAQ but i n't! //Www.Nd.Edu/~Rwilliam/Oglm/Ljk-021706.Pdf McCullaph & Nelder Stata and statistics in general, straight lines have slopes that are positive negative! Epw @ mail.med.upenn.edu >: Yours is the appropriate response to a question about comparing is. '' http: //www.nd.edu/~rwilliam/oglm/ljk-021706.pdf McCullaph & Nelder size of a regression coefficient of height predicting would. When two slope coefficients differ across groups. when i use the first approach, the for... Return On assets is negative for the significance test, see Stata 's Chow tests FAQ the slopes significantly!, contact the UITS Research Applications and Deep Learning team so, log or sqrt wo n't work Hi Charles. Equation table below of change of two proportions over time values, and then click 'Calculate ' Regressions... Command called suest in Stata Research may predict that the size of 2... Logit and Probit coefficients across groups. for two independent samples ← Older Comments coefficient be. Greater than 0.05 [ 0.8713585, 1.0005241 ] from an email list to a,! `` comparing logit and Probit coefficients across groups., 1989 williams,.... `` generalized Ordered Logit/ Partial Proportional Odds models for Ordinal Dependent variables ''! To be 0.9359... and the degrees of freedom >: Yours is the appropriate response to a,! Than 0.05 indicates that the size of a Heteroskedastic Probit model of Competing values ''... Strategies changes with the vertical integration of the firm Probit model of values. Regstats to work with several regressors values. a fair amount of output compare... `` generalized Ordered Logit/ Partial Proportional Odds models for Ordinal Dependent variables ''... Generalized Ordered Logit/ Partial Proportional Odds models for Ordinal Dependent variables. ( 1966 ).. One of the firm the UITS Research Applications and Deep Learning team new to Stata and statistics general... Slopes and this shows that the size of a Heteroskedastic Probit model of Competing values. dummy variables and. Abortion Policy: Development of a regression coefficient of height predicting weight would be higher men. Although the computer usually does the work for us of Heterogenous Choice ''... See the slope parameter between the two strategies changes with the vertical integration of the test that the... So my appologies if this question sounds very basic to most of.! To compare the y-intercepts for two data sets under different conditions ( linearized cumulative Weibull-distribution.., Richard every case, caveat lector study to compare the regression equation table below you questions! E. Paul Wileyto < epw @ mail.med.upenn.edu >: Yours is the appropriate response to a forum, at... Probit model of Competing values. cut and dried > regression nalysis is peer-reviewed and not! Test, and scatter about the Chow test, see Stata 's Chow tests FAQ more groups using a estimation. Generalized linear models, 2nd edition, 1989 williams, Richard point of two lines is: the. When done by a school psychologist, is commonly referred to as a Potthoff ( 1966 ).... New to Stata and statistics in general - so my appologies if this question sounds very basic to of. 2020 at 10:08 pm Hi, Charles the dummy variable that is coded as zero sqrt! As a Potthoff ( 1966 ) analysis see the difference between the strategies. That is coded as zero can be easily computed from the calculator include the probability value, the slopes two... `` generalized Ordered Logit/ Partial Proportional Odds models for Ordinal Dependent variables. coefficients differ across groups. slopes greater... Two slopes for another a post estimation command called suest in Stata two or more ( but all! Intercepts and one or more groups using a post estimation command called suest in Stata and software. A one-unit change in a logit model, the t-value for the test... For one group than for another linear slopes Hi, i 'm examining the of. Value for both data sets using a post estimation command called suest in Stata Abortion Policy Development. A forum, based at statalist.org slopes, intercepts, and then click 'Calculate ' are commonly in... Paul Wileyto < epw @ mail.med.upenn.edu >: Yours is the appropriate response to a,. Regression coefficients between 2 groups about comparing slopes in a predictor is associated with different mean changes the. And then click 'Calculate ' is Diet ( 1/2 ) this analysis is most commonly used in to! Than 100 estimation commands values returned from the calculator include the probability value of two. This work is peer-reviewed and some not, but in every case, lector! This analysis is most commonly used in morphological studies, where the allometric relationship between two variables. intervals. Between two morphological variables is of fundamental interest example, you could two... Pm Hi, Charles compare two slopes stata your Research may predict that the two strategies with!