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BIASTEST: Stata module to test parameter equality across different models

Author

Listed:
  • Hasraddin Guliyev

    (Azərbaycan Dövlət İqtisad Universiteti)

Programming Language

Stata

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.

Suggested Citation

  • Hasraddin Guliyev, 2025. "BIASTEST: Stata module to test parameter equality across different models," Statistical Software Components S459437, Boston College Department of Economics, revised 11 Apr 2025.
    • Handle: RePEc:boc:bocode:s459437
    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).
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/b/biastest.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/biastest.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/biastest.pdf
    File Function: documentation
    Download Restriction: no
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