BDIFF: Stata module to compute Bootstrap and Permutation tests for difference in coefficients between two groups

Yujun Lian ()
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Yujun Lian: Sun Yat-Sen University, China
Authors registered in the RePEc Author Service: 玉君 连 ()

Statistical Software Components from Boston College Department of Economics

Abstract: bdiff perform several tests (Fisher's Permutation test; Seemingly Unrelated Regression test, see suest) to determine the significance of observed differences in coefficient estimates between two groups. By default, bdiff performs traditional Fisher's permutation test (sampling without replacement) of differences in coefficient estimates between two groups It uses simulation evidence to determine the significance of observed differences in coefficient estimates between two groups. For general introduction of this method, see Efron and Tibshirani (1993, Section 15.2, pp.202).

Language: Stata
Requires: Stata version 13
Keywords: coefficients; bootstrap; permutation (search for similar items in EconPapers)
Date: 2016-07-21, Revised 2020-11-25
Note: This module should be installed from within Stata by typing "ssc install bdiff". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/b/bdiff.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bdiff.sthlp help file (text/plain)

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