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Date:         Mon, 11 Oct 1999 13:55:34 GMT
Reply-To:     Joel Winter <jpwinter@UMSL.EDU>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Joel Winter <jpwinter@UMSL.EDU>
Organization: University of Missouri - St. Louis
Subject:      Re: regression by n groups

On Sat, 9 Oct 1999 15:47:55 -0700, "hsifei" <> wrote:

: I have a question about regression analysis: : : I ran a regression model with the same independent variables by n groups. : I'd like to know if the coefficients of each variables are statistically : significant differece between the n groups. What kind of test I should use? : : For example, the model is: : : travel time = a + b1* (household income) + b2 * (education background) : 5 racial groups: white, black, ... : : Ho: b1(asian) = b1 (white) = b1(black) = b1 (hispanics) = b1 (others) : : Same for b2: : Ho : b2(asian) = b2 (white) = .... : : What kind of command I should use by SAS or SPSS?

I suggest some steps:

1) Do some reading on moderation analysis or using interaction terms in multiple regression. Nearly all regression textbooks cover it.

2) Get Aiken & West's text. They lay out the procedure and give some sample SPSS code.

If you already have done some reading, then:

3) Dummy code your group variable

4) Compute product terms between these dummys and the variables of interest.

5) Add these product terms and see if they incrementally improve fit.

I HTH. Your hypotheses actually seem closer to a multi-group SEM type of analysis, but you asked about regression.

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