dave25
03-19-2009, 11:37 PM
Hi - I'm looking for a way to test whether the beta coefficients are significantly different between two regression analyses. For example:
Regression 1: Prejudice toward blacks is DV, ~30 sociological/social psych variables are the IVs
Regression 2: Prejudice toward Asians is DV, ~30 sociological/social psych variables are the IVs
Now, for example, I want to test whether the effect of an independent variable, say income, is SIGNIFICANTLY different between the first regression (blacks DV) and the second regression (Asians DV). How would that be done? The theory is interesting to me, but I especially need to know how to do this in Stata or SPSS (preferably Stata). I've read about the Chow test, but that seems useable only for regressions in which the DV is the same but in which you're testing the differences between subsets (e.g., the differences in the effect of the IVs on the DV between male vs. female respondents), not between regressions in which the DV is different.
Thanks for any help.
Regression 1: Prejudice toward blacks is DV, ~30 sociological/social psych variables are the IVs
Regression 2: Prejudice toward Asians is DV, ~30 sociological/social psych variables are the IVs
Now, for example, I want to test whether the effect of an independent variable, say income, is SIGNIFICANTLY different between the first regression (blacks DV) and the second regression (Asians DV). How would that be done? The theory is interesting to me, but I especially need to know how to do this in Stata or SPSS (preferably Stata). I've read about the Chow test, but that seems useable only for regressions in which the DV is the same but in which you're testing the differences between subsets (e.g., the differences in the effect of the IVs on the DV between male vs. female respondents), not between regressions in which the DV is different.
Thanks for any help.