Y = b1 + b2*X + b3*C (1)

Z = b1 + b2*X + b3*C (2)

I need to find if the difference between the coefficients for X in both regressions are statistically significant. Is there any test for that?

Many thanks.

Mike

- Thread starter Mike78
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Y = b1 + b2*X + b3*C (1)

Z = b1 + b2*X + b3*C (2)

I need to find if the difference between the coefficients for X in both regressions are statistically significant. Is there any test for that?

Many thanks.

Mike

Y = b0 + b1X + b2*C(1)

Z = b3 + b4X + b5*C(2)

Unless you're saying that b0 = b3, b1 = b4 (which is apparently what you're trying to test), and b2 = b5.

I have looked for a test of this sort and I have found none so far. The best one I got is here http://www.psy.surrey.ac.uk/cfs/p5.htm but it seems that its for different groups rather than different dependent variables.

How much food I eat is correlated with how much weight I gain. How much food I eat is also correlated with my waist size. However, if I were to set up two models with amount of food eaten as my dependent variable, then 1) the units and magnitudes of the parameter estimate would be completely different, and 2) the inference that I'm drawing from trying to compare them wouldn't make sense.

It could be that I'm just not understanding what you're trying to do clearly. I do welcome more clarity. Perhaps I might be able to help.

How much food I eat is correlated with how much weight I gain. How much food I eat is also correlated with my waist size. However, if I were to set up two models with amount of food eaten as my dependent variable, then 1) the units and magnitudes of the parameter estimate would be completely different, and 2) the inference that I'm drawing from trying to compare them wouldn't make sense.

It could be that I'm just not understanding what you're trying to do clearly. I do welcome more clarity. Perhaps I might be able to help.

It could be that I'm just not understanding what you're trying to do clearly. I do welcome more clarity. Perhaps I might be able to help.

It is possible that I don't need to do any test since X is significant for both models but I don't know that and thats why I am asking. Anyhow, here is what I have done and please let me know if it makes sense. I am running my analysis on panel data. So I have performed a yearly regression for 19 years. I counted the number of times that the coefficient on X is higher for model (1) compared to model (2). I got 12/19. Can I use that to support my results?

I think what you're saying is that Y and Z are the same variables but measured through different methods. Let me think about this. I'll get back to you later if you haven't figured it out.