My study involves testing the effects of intangibles in five dependent variables across different sectors. Say I want to test whether there is a significant difference between the coefficient of intangibles versus net profit of financial sector with that of the coefficient of intangibles versus net profit of mining sector. How shall I perform this test. And is there a manual way for it? I have searched the Internet and all they refer to is Stata and SPSS functions. I am not familiar with those software though. I used different software (Eviews and gretl).
You can also run two models and test whether they differ significantly by using a log likelihood ratio test:
xtlogit: var1 var2 var3 var4
est store A
xtlogit: var1 var2 var3 var5
est store B
lrtest A B
You also can simply compare CIs for your coefficients. If 95% CIs do not overlap, it is likely that you really need to have different variables for modelling.
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