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  • F-test for difference between two coefficients

    Dear all,

    how do you interpret the output of
    Code:
    test b = c
    ?

    I regress
    Code:
    reg a b c
    and then type the above test. The output comes in the form

    . test active = inactive

    ( 1) active - inactive = 0

    F( 1, 11420) = 5.78
    Prob > F = 0.0162

    I believe that if (Prob > F) <= 0.05, the difference is significant, as in that the coefficients to b and c are statistically different from each other. Is this correct?

    I know this is a basic question, but I want to make sure because some results I am getting do not match my intuition.

  • #2
    Marco.
    your interpretation is correct.
    As an aside. if some results sound as unexpected when you contrast them to theoretical assumptions, I would take a look at your regression model specification (-regres postestimation- included).
    Kind regards,
    Carlo
    (Stata 15.1 SE)

    Comment


    • #3
      Keep in mind that you have a pretty large N, which makes it pretty easy for even small effects and differences to be statistically significant. You'll have to judge for yourself how substantively significant you feel the differences are. You might also consider using the .01 level of significance given that you have a fairly large sample.
      -------------------------------------------
      Richard Williams, Notre Dame Dept of Sociology
      Stata Version: 15MP (2 processor)

      EMAIL: rwilliam@ND.Edu
      WWW: https://www3.nd.edu/~rwilliam

      Comment


      • #4
        Unnecessary statement.

        Comment


        • #5
          I didn't recognize what my post might look like. I was correcting a unnecessary statement I made, not suggesting the other statements were unnecessary. Of course Carlo and Richard's statements are clear and to the point.

          Comment


          • #6
            Phil:
            obviously no problem.
            Rather,a wise warning about any unnecessary statement I made/will make in my posts (LOL)!I
            Kind regards,
            Carlo
            (Stata 15.1 SE)

            Comment

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