BIASTEST: Stata module to test parameter equality across different models

Hasraddin Guliyev

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 18
Keywords: bias; parameter equality; regression (search for similar items in EconPapers)
Date: 2025-03-31
Note: This module should be installed from within Stata by typing "ssc install biastest". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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http://fmwww.bc.edu/repec/bocode/b/biastest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/biastest.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/biastest.pdf documentation (application/pdf)

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