biastest: Testing parameter equality across different models in Stata

Hasraddin Guliyev

Papers from arXiv.org

Abstract: The biastest command in Stata is a powerful and user-friendly tool designed to compare the coefficients of different regression models, enabling researchers to assess the robustness and consistency of their empirical findings. This command is particularly valuable for evaluating alternative modeling approaches, such as ordinary least squares versus robust regression, robust regression versus median regression, quantile regression across different quantiles, and fixed effects versus random effects models in panel data analysis. By providing both variable-specific and joint tests, biastest command offers a comprehensive framework for detecting bias or significant differences in model estimates, ensuring that researchers can make informed decisions about model selection and interpretation.

Date: 2025-02
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2502.15049 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2502.15049

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().