American Journal of Sociology, 100(5), 1261-1293.) There are two types of regression comparisons - nested (2 or more groups, same regression), and non-nested (1 group, 2 or more regressions). Tips - Stata: -suest- for comparing regression coefficients between models . When you use software (like R, Stata, SPSS, etc.) Statistical methods for comparing regression coefficients between models. presents an answer in the special case of nested equations (ie. to get the second equation, consider the first equation and add a few explanatory variables) They say it … The final fourth example is the simplest; two regression coefficients in the same equation. . I'm doing OLS fixed effects regression, and would like to test whether coefficients are the same between the two. The op is asking for non-nested regression comparisons. est store q5 . qui xtlogit Iy x1 x2 if q==6,i(isub) nolog . I am trying to compare the coefficients of two panel data regressions with the same dependent variable. The most important, it can deal with complex survey data. xtreg y1 x i.z xtreg y2 x i.z I want to check whether the βs are significantly different. One example is from my dissertation , the correlates of crime at small spatial units of analysis. The above STATA command yields estimates of the three coefficients: one constant/intercept, and the two coefficients for weight and mileage. What I am aiming at is the following: y1 = c + β x y2 = c + β x In Stata. Prompted by a question on Statalist relating to efforts to compare (with a TTest) whether coefficients in two separate regression models systematically differ I stumbled upon the suest command.With the suest command, one can, e.g., regress one model, store its results, regress a second model, store its results, and then compare them with the test command. In statistics, regression analysis is a technique that can be used to analyze the relationship between predictor variables and a response variable. I test whether different places that sell alcohol — such as liquor … Suest stands for seemingly unrelated estimation and enables a researcher to establish whether the coefficients from two or more models are the same or not. ... Stata: comparing coefficients from different regressions (different dependent variables) est store q6 . For this you need either STATA or SAS. qui xtlogit Iy x1 x2 if q==5,i(isub) nolog . If the models were multinomial logistic regressions, you could compare two or more groups using a post estimation command called suest in stata. I found that 'suest ' of Stata is a very useful command for comparing regression coefficients between different (separated) regression models EASILY. One of the regressions has a different dependent variable than the other. * oglm replication of Allison’s Table 2, Model 2 with interaction added: The coefficient of weight implies that a unit increase in weight reduces the logs odds of the car being foreign (vs. domestic) by -0.004. 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