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Thread: Compare Correlation Coefficients

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    Post Compare Correlation Coefficients




    Hi everyone,

    I currently have to do an empirical work in Stata and need some help. I have a regression in this form and want to compare the regression coefficients for two subgroups:

    reg var1 var2 var2#D

    var1 and var2 are continouus variables, D is a dummy variable.

    To compare the regression coefficients, I first computed another Dummy D2 for the specific group I want to analyse and run the regression for both groups, meaning:

    reg var1 var2 var2#D if D2==1
    reg var1 var2 var2#D if D2==2

    Now I can compare the results, but I need also to know the significance level for the differences of the coefficients b0, b1, b2 and b1+b2.

    I already informed myself with the following example (http://www.ats.ucla.edu/stat/stata/faq/compreg2.htm), but I cannot manage to get the differences in my regression since there are more than two variables, already a dummy and an interaction term.

    Does anyone know how to deal with that regression? (Maybe even in Stata?)

    I hope my post is understandable
    Thanks!

    UPDATE: Sorry for the disturbance, I just found the solution!
    Last edited by Swag1992; 03-22-2016 at 11:47 AM.

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