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  • Comparing coefficients from two different regressions

    Hello,

    I am a PhD student currently learning to use STATA and this is my first time posting here. I would like to test whether the coefficients of two different predictors regressed on the same outcome are significantly different.

    Apologies if this has been answered before. I have seen a few posts about comparing regression coefficients but they seemed to be about predictors from the same regression or about comparing two different groups, so I wasn't sure if it applied in this case.

    I am performing two separate regressions because my two predictors are strongly correlated.

    Example:

    reg depvar indepvar1 covariate
    reg depvar indepvar2 covariate

    The two regressions are the same apart from the two different predictor variables. Both variables are on the same scale and relate to the same group of participants, so I can see from the coefficients that one variable appears to be a stronger predictor of the outcome than the other, but I'd like to test this statistically.

    Thank you for any help with this!




  • #2
    Lou:
    welcome to this forum.
    See: https://www.statalist.org/forums/for...-equal-to-zero
    Otherwise, you can use adj_Rsq (the lower, the better).
    Kind regards,
    Carlo
    (Stata 19.0)

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