What I am aiming at is the following: y1 = c + β x y2 = c + β x In Stata. presents an answer in the special case of nested equations (ie. qui xtlogit Iy x1 x2 if q==5,i(isub) nolog . 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. There are two types of regression comparisons - nested (2 or more groups, same regression), and non-nested (1 group, 2 or more regressions). The above STATA command yields estimates of the three coefficients: one constant/intercept, and the two coefficients for weight and mileage. One example is from my dissertation , the correlates of crime at small spatial units of analysis. est store q6 . to get the second equation, consider the first equation and add a few explanatory variables) They say it … For this you need either STATA or SAS. The most important, it can deal with complex survey data. In statistics, regression analysis is a technique that can be used to analyze the relationship between predictor variables and a response variable. 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. xtreg y1 x i.z xtreg y2 x i.z I want to check whether the βs are significantly different. Tips - Stata: -suest- for comparing regression coefficients between models . I found that 'suest ' of Stata is a very useful command for comparing regression coefficients between different (separated) regression models EASILY. 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 am trying to compare the coefficients of two panel data regressions with the same dependent variable. est store q5 . * oglm replication of Allison’s Table 2, Model 2 with interaction added: Statistical methods for comparing regression coefficients between models. I'm doing OLS fixed effects regression, and would like to test whether coefficients are the same between the two. qui xtlogit Iy x1 x2 if q==6,i(isub) nolog . The final fourth example is the simplest; two regression coefficients in the same equation. American Journal of Sociology, 100(5), 1261-1293.) 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: . . When you use software (like R, Stata, SPSS, etc.) ... Stata: comparing coefficients from different regressions (different dependent variables) I test whether different places that sell alcohol — such as liquor … 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. Comparing Logit & Probit Coefficients…Richard Williams, ASA 2012 Page 5 In Stata, heterogeneous choice models can be estimated via the user-written routine oglm. Stata is a very useful command for comparing regression coefficients between models models EASILY the βs are significantly different of... 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