Each section gives a brief description of the aim of the statistical test, when it is used, an example showing the Stata commands and Stata output with a brief interpretation of the output. here are the two models I am running: xtreg y x1 x2, fe robust if group==1 xtreg y x1 x2, fe robust if group==2 I cannot put the two groups together, and run the model with an interaction with dummy variable for group, because then the model becomes … Here the better model seems to be the one with Exp1$(Treatment A). I need to test whether the cross-sectional effects of an independent variable are the same at two time points. Using the F-test to Compare Two Models When tting data using nonlinear regression there are often times when one must choose between two models that both appear to t the data well. Mario A. Cleves, From the help desk: Comparing areas under receiver operating characteristic curves from two or more probit or logit models, The Stata Journal (2002) 2, No. An “estimation command” in Stata is a generic term used for statistical models. Dear all, I'm using Stata 14. In this example, the t-statistic is -3.7341 with 198 degrees of freedom. 3, pp 301-313. Below I provide a code that exemplifies this: Primary Sidebar logistic low i.race smoke ui Logistic regression Number of obs = 189 The interpretation for p-value is the same as in other type of t-tests. The corresponding two-tailed p-value is 0.0002, which is less than 0.05. I think my question is more like a general statistics question rather than a STATA question, but I hope you guys can me help out again. Introduction. Examples of statistical models are linear regression, ANOVA, poisson, logit, and mixed. Joint test that all coefﬁcients associated with the interaction of factor variables a and b are equal to 0 testparm i.a#i.b Joint test that the coefﬁcients on all variables x* are equal to 0 testparm x* Linear tests after multiple-equation models Joint test that the coefﬁcient on x1 is equal to 0 in all equations test x1 A more precise test would be to reﬁt the model, applying the proposed constraints, and then calculate the likelihood-ratio test. This page shows how to perform a number of statistical tests using Stata. We ﬁrst save the current model:. Hi Andrew, thanks so much for the explanation. But remember, that you should check the residuals of your model to check the adequacy of the fitted model. The easiest one is to use Multiple R-squared and Adjusted R-squared as you have in the summaries.The model with higher R-squared or Adjusted R-squared is better. estimates store full We then ﬁt the constrained model, which here is the model omitting age, lwt, ptl, and ht:. 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