USING THE CORRECT STATISTICAL TEST FOR THE EQUALITY OF REGRESSION COEFFICIENTS

Criminology - Tập 36 Số 4 - Trang 859-866 - 1998
Raymond Paternoster1, Robert Apel1, Paul Mazerolle2, Alex R. Piquero3
1University of Maryland National Consortium on Violence Research*
2University of Cincinnati
3Temple University National Consortium on Violence Research

Tóm tắt

Criminologists are often interested in examining interactive effects within a regression context. For example, “holding other relevant factors constant, is the effect of delinquent peers on one's own delinquent conduct the same for males and females?” or “is the effect of a given treatment program comparable between first‐time and repeat offenders?” A frequent strategy in examining such interactive effects is to test for the difference between two regression coefficients across independent samples. That is, does b1= b2? Traditionally, criminologists have employed a t or z test for the difference between slopes in making these coefficient comparisons. While there is considerable consensus as to the appropriateness of this strategy, there has been some confusion in the criminological literature as to the correct estimator of the standard error of the difference, the standard deviation of the sampling distribution of coefficient differences, in the t or z formula. Criminologists have employed two different estimators of this standard deviation in their empirical work. In this note, we point out that one of these estimators is correct while the other is incorrect. The incorrect estimator biases one's hypothesis test in favor of rejecting the null hypothesis that b1= b2. Unfortunately, the use of this incorrect estimator of the standard error of the difference has been fairly widespread in criminology. We provide the formula for the correct statistical test and illustrate with two examples from the literature how the biased estimator can lead to incorrect conclusions.

Từ khóa


Tài liệu tham khảo

Albonetti Celesta, 1990, Race and the probability of pleading guilty, Journal of Quantitative Criminology, 6, 315, 10.1007/BF01065413

10.1023/A:1023030312801

10.1086/230638

10.1177/0049124183012001003

10.1111/j.1745-9125.1989.tb01034.x

10.2307/2096080

10.1111/j.1745-9125.1986.tb01504.x

10.1086/228583

10.1007/BF02221123

10.1177/0022427896033002004

10.2307/2683621

10.1177/0022427887024002004

10.1007/BF01064110

10.1111/j.1745-9125.1983.tb00248.x