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How to compare two regression coefficients?Hi, i have a data set with:
2 groups: A and B
for each case, 2 variables: var1 and var2
i'd like to compare regression coefficient R2 and R2 (between the 2 groups) for the regression curves: var1=R1*var2 and var2=R2*var2
I know how to obtain R1 and R2 (fit y by x (var2=y and var1=x), group by "group", but I don't know how to compare R& and R2 to say there are not equal (or R1>R2).
Thank's for your help.
NicolasRe: How to compare two regression coefficients?Here is what I would try:
Arrange your data table vertically with three columns: Group (nominal), X and Y (both numeric).
The you can use the Fit Model platform. add Y to Y, and to the effects add Group, X and group*X
The latter is the interaction variable related to any difference in slope. This is obtained by selecting the Group and X in the left list and click on "cross". Alternatively, select Group and X and choose "Full Factorial" from the Macros drop down list. Remember to select the "No intercept" check-box. Personality should be standard least squares (usually default). Run Model!
In the report look at the p-value (Prob > F) for Group*X. The smaller value, the more likely it is that the regression slope coefficients are different.
I use to call method is called Analysis of Covariance (ANCOVA). But I am not sure that it strictly an ANCOVA when there are no intercept parameter. There of course some assumptions about normality etc the need to be met to justify this type of analysis.Re: How to compare two regression coefficients?Hi, thank's.
it works
And for Prob > F, can I take 0,05 as a significant value?
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