Ambiguous question. By "beta" do you mean (as some would) a standardized
regression coefficient? Or do you mean (as some would, perhaps
especially in the context of testing hypotheses) the population value of
a raw regression coefficient?
Further, you specify "multiple regression equations", not "simple
regression", which implies that each equation has several betas.
Did you wish to compare only one of them, between the two equations,
or several of them, or the whole vector of betas?
By "Both equations have the same configuration" I understand you to mean
that they express the same model (same response variable, same
predictors), on two different data sets (else there would not be two
equations). How are the two data sets related? If each is independent
of the other, that's one thing; but if (e.g.) the regression model is
fitted to the data of wives in the one instance and to their husbands in
the other, that's another thing entirely.
On Mon, 9 Oct 2000, rjkim wrote:
> I am looking for a formula that does the comparison between two betas
> (from two multiple regression equations). Both the equations have the
> same configuration. And I want to conduct a significant test for the
> difference between the betas. Any hint will be greatly appreciated.
Do you really mean "a formula", or are you asking for a procedure that
mith be implemented in a statistical computing package?
----------------------------------------------------------------------
Donald F. Burrill [EMAIL PROTECTED]
348 Hyde Hall, Plymouth State College, [EMAIL PROTECTED]
MSC #29, Plymouth, NH 03264 (603) 535-2597
Department of Mathematics, Boston University [EMAIL PROTECTED]
111 Cummington Street, room 261, Boston, MA 02215 (617) 353-5288
184 Nashua Road, Bedford, NH 03110 (603) 471-7128
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