LISTSERV at the University of Georgia
Menubar Imagemap
Home Browse Manage Request Manuals Register
Previous messageNext messagePrevious in topicNext in topicPrevious by same authorNext by same authorPrevious page (June 2006)Back to main SPSSX-L pageJoin or leave SPSSX-L (or change settings)ReplyPost a new messageSearchProportional fontNon-proportional font
Date:         Fri, 2 Jun 2006 08:32:50 +1000
Reply-To:     Stefano Occhipinti <>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         Stefano Occhipinti <>
Subject:      Re: Comparing regression coefficients
In-Reply-To:  <>
Content-Type: text/plain; charset="US-ASCII"


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:

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


Subject [SPSSX-L] Comparing regression coefficients


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?



A. J. Baglioni, jr.

Assistant Professor

McIntire School of Commerce

University of Virginia

434 924-4961

Back to: Top of message | Previous page | Main SPSSX-L page