CODEWITHSUNDEEP
stata
Traci
Traci

Reputation: 101

Stata: compare coefficients of factor variables using foreach (or forvalues)

I am using an ordinal independent variable in an OLS regression as a categorical variable using the factor variable technique in Stata (i.e, i.ordinal). The variable can take on values of the integers from 0 to 9, with 0 being the base category. I am interested in testing if the coefficient of each variable is greater (or less) than that which succeeds it (i.e. _b[1.ordinal] >= _b[2.ordinal], _b[2.ordinal] >= _b[3.ordinal], etc.). I've started with the following pseudocode based on FAQ: One-sided t-tests for coefficients:

foreach i in 1 2 3 5 6 7 8 {
 test _b[`i'.ordinal] - _b[`i+'.ordinal] = 0
 gen sign_`i'`i+' = sign(_b[`i'.ordinal] - _b[`i+'.ordinal])
 display "Ho: i <= i+ p-value = " ttail(r(df_r), sign_`i'`i+'*sqrt(r(F)))
 display "Ho: i >= i+ p-value = " 1-ttail(r(df_r), sign_`i'`i+'*sqrt(r(F)))
}

where I want the ```i+' to mean the next value of i in the sequence (so if i is 3 then ``i+' is 5). Is this even possible to do? Of course, if you have any cleaner suggestions to test the coefficients in this manner, please advise.

Note: The model only uses a sub-sample of my dataset for which there are no observations for 4.ordinal, which is why I use foreach instead of forvalues. If you have suggestions for developing a general code that can be used regardless of missing variables, please advise.

Upvotes: 1

Views: 491

Answers (1)

Nick Cox
Nick Cox

Reputation: 37208

There are various ways to do this. Note that there is little obvious point to creating a new variable just to hold one constant. Code not tested. 

forval i = 1/8 {
    local j = `i' + 1
    capture test _b[`i'.ordinal] - _b[`j'.ordinal] = 0
    if _rc == 0 { 
        local sign = sign(_b[`i'.ordinal] - _b[`j'.ordinal])
        display "Ho: `i' <= `j' p-value = " ttail(r(df_r), `sign' * sqrt(r(F)))
        display "Ho: `i' >= `j' p-value = " 1-ttail(r(df_r), `sign' * sqrt(r(F)))
    }
}

The capture should eat errors.

Upvotes: 3

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