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Date:         Fri, 2 Jun 2006 08:32:50 +1000
Reply-To:     Stefano Occhipinti <s.occhipinti@griffith.edu.au>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         Stefano Occhipinti <s.occhipinti@griffith.edu.au>
Subject:      Re: Comparing regression coefficients
In-Reply-To:  <8AE883D86DBAAF4E9924E984A06927F20286F1E6@mcintire6.comm.virginia.edu>
Content-Type: text/plain; charset="US-ASCII"

Tony,

Cohen, Cohen, West and Aiken (2003) regression text (Something like Multiple Regression/Correlation for the Behavioral Sciences--my copy is at work and I think of it as "CCWA") has exactly the test you are talking about (assuming these are independent samples, not panel data of some sort). Also, a quick fix is the econometrical approach (the "Chow test" if I am not mistaken) where you combine the data from the two samples/years and include a dummy for sample. You then fit a regression model with the "substantive predictor of interest", the year/sample dummy and the dummy/predictor cross-product. The test of the cross-product is the test of the difference in substantive predictor regression weights across the samples. In fact, I can't imagine why it wouldn't be algebraically equivalent to the methods that derive a standard error for the actual difference in regression weights but I am sure someone with the requisite background will chime in if need be. Naturally, for a bunch of predictors, this begins to get unwieldy, YMMV.

HTH, SO ------------------------------------------------------------ Dr Stefano Occhipinti

Griffith Psychological Health Research Centre and School of Psychology Griffith University (Mt Gravatt Campus)

Postal Address: School of Psychology Griffith University Nathan QLD 4111 AUSTRALIA

tel: +617 3735 3372 fax: +617 3735 3388 net: S.Occhipinti@griffith.edu.au

"Baglioni, Tony" <ajb2t@comm.virginia.edu> Sent by: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU> 01/06/2006 11:32 PM Please respond to "Baglioni, Tony" <ajb2t@comm.virginia.edu>

To SPSSX-L@LISTSERV.UGA.EDU cc

Subject [SPSSX-L] Comparing regression coefficients

All,

I've been searching stat texts for this but I cannot find the answer. I have comparable data for two years. I have obtained the regression equations for each year and now I want to compare the obtained coefficients. I had a text that showed a simple t or z test for doing this it's been lost through the ages. Does anyone know a simple test for this comparison?

Thanks,

Tony

A. J. Baglioni, jr.

Assistant Professor

McIntire School of Commerce

University of Virginia

434 924-4961


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