Wald test for whether the two coefficients are significantly different

[ADou]

Hi all,

I have two sub-samples, I also run regressions for the two samples separately. For sample1: y=x1+x2; for sample2 y=x1+x2. Now I want to test whether the two coefficients of x1 are significantly different? Should I use Wald test and how to realize it? Thanks in advance!

[PaigeMiller]

You create a class variable that indicates subpopulation (if you don't have one already) then fit this model

model y = subpopulation x1 x2 subpopulation*x1 subpopulation*x2;

If the term for subpopulation*x1 is significant, then this indicates there are different slopes for x1 for each subpopulation.

[ADou]

Thank you! Is it Wald test? Can I get wald Chi-square in this way?

[PGStats]

In proc GLM, ask for

model y = subpopulation x1 x2 subpopulation*x1 subpopulation*x2 / solution;

to see the estimates, their standard errors and the t-statistic tests equivalent to Wald tests.

[PaigeMiller]

---

@ADou wrote:

Thank you! Is it Wald test? Can I get wald Chi-square in this way?

---

That depends, are you using PROC LOGISTIC because you have binary Y-values?