*!1 version 1.0.4 22apr2013
help scoregrp

Title

scoregrp -- a score test for equality of parameters across groups of observations

Syntax

scoregrp
[indepvars]
,
group(varname) [options]

Description

scoregrp performs a score test for the equality of (a) parameter(s) across groups of observations.
It is a postestimation command and works after poisson, logit, logistic, probit and regress.

Options

nocons do not include the constant among the coefficients to test

Examples

Example1: Test for fixed effects after Poisson regression

. poisson y x1 x2

. scoregrp , group(id)

Example2: Test for difference in slopes across groups of observations

. regress y x1 x2

. scoregrp x1, group(id) nocons

Example3: Pearson Chi-square for binary data

. logit y

. scoregrp , group(id)

Example4: Test for difference in structure across groups

. probit y x1 x2

. scoregrp x1 x2, group(id)

Acknowledgment

This program makes use of the user written command matdelrc written by Nicholas J. Cox.

Reference

If you use this program in your research cite:

Paulo Guimaraes. "A Score Test for Group Comparisons in Single-Index models", Stata Journal, forthcoming.

Author

Paulo Guimaraes, Universidade do Porto.

Email pguimaraes@fep.up.pt if you have any problems or questions.