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biastest: Testing parameter equality across different models in Stata

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  • Hasraddin Guliyev

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.

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  • Hasraddin Guliyev, 2025. "biastest: Testing parameter equality across different models in Stata," Papers 2502.15049, arXiv.org.
    • Handle: RePEc:arx:papers:2502.15049
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    References listed on IDEAS

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    3. Joshua D. Angrist & Jörn-Steffen Pischke, 2009. "Mostly Harmless Econometrics: An Empiricist's Companion," Economics Books, Princeton University Press, edition 1, number 8769.
    4. Vincenzo Verardi & Christophe Croux, 2009. "Robust regression in Stata," Stata Journal, StataCorp LLC, vol. 9(3), pages 439-453, September.
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