Hi,
I am very confused about interpretation of the wald test in STATA.
Let's say that I have data on height, weight and sex (female dummy). I would like to know the effect of height on weight by sex. When I run a regression height and weight for female I get a a positive statistically significant coefficient. Oppositely when I run the same regression as before for male I obtain a negative NOT significant coefficient. When I rerun the regression with the interaction term: Weight=a+b1height+b2Female+b3Female*Male and I "ttest" the interaction variable. With a p=0.898 I conclude that the regression coefficients between height and weight do NOT significantly differ across sex groups.
Here is my confusion: What does it mean "significantly differ across sex groups"? and different from zero(assuming is two sided)?When I run "weight=a+b1height" by sex I obtain two different coefficient. I know that they are not zero and they are not equal. What is the Wald test adding to my analysis?
Plus, now I know that the regression coefficients between height and weight do NOT significantly differ across sex groups. So what do I do? Delete male? (clearly not logical).
Thank you for your help
Maggio
I am very confused about interpretation of the wald test in STATA.
Let's say that I have data on height, weight and sex (female dummy). I would like to know the effect of height on weight by sex. When I run a regression height and weight for female I get a a positive statistically significant coefficient. Oppositely when I run the same regression as before for male I obtain a negative NOT significant coefficient. When I rerun the regression with the interaction term: Weight=a+b1height+b2Female+b3Female*Male and I "ttest" the interaction variable. With a p=0.898 I conclude that the regression coefficients between height and weight do NOT significantly differ across sex groups.
Here is my confusion: What does it mean "significantly differ across sex groups"? and different from zero(assuming is two sided)?When I run "weight=a+b1height" by sex I obtain two different coefficient. I know that they are not zero and they are not equal. What is the Wald test adding to my analysis?
Plus, now I know that the regression coefficients between height and weight do NOT significantly differ across sex groups. So what do I do? Delete male? (clearly not logical).
Thank you for your help
Maggio
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