This is my first post here and sorry in advance if the post does not fully comply with the advices on posting.
I run the following regression:
ivreg2 lfood self_employed_1 self_employed_1#i.year log_income_diff age agesq lnhh housesq i.year (lperm = private_car sex)
I have the following regression output:
lfood | Coef. | Std. Err. | z | P>z | [95% Conf. | Interval] |
lperm | .2890392 | .0059375 | 48.68 | 0.000 | .2774019 | .3006766 |
self_employed_1 | .03577 | .0073481 | 4.87 | 0.000 | .021368 | .0501719 |
self_employed_1#rok | ||||||
1 2005 | .0082357 | .010991 | 0.75 | 0.454 | -.0133062 | .0297776 |
1 2006 | .0190306 | .0107994 | 1.76 | 0.078 | -.0021358 | .040197 |
1 2007 | .007384 | .0106777 | 0.69 | 0.489 | -.0135438 | .0283119 |
1 2008 | .0069638 | .010619 | 0.66 | 0.512 | -.013849 | .0277767 |
1 2009 | .0049704 | .0105409 | 0.47 | 0.637 | -.0156893 | .0256301 |
1 2010 | .0025309 | .0101807 | 0.25 | 0.804 | -.0174229 | .0224848 |
1 2011 | -.0074874 | .0102216 | -0.73 | 0.464 | -.0275215 | .0125466 |
1 2012 | .0129113 | .0102845 | 1.26 | 0.209 | -.0072459 | .0330685 |
1 2013 | .0061358 | .010411 | 0.59 | 0.556 | -.0142694 | .0265411 |
1 2014 | .0287141 | .0104055 | 2.76 | 0.006 | .0083198 | .0491084 |
1 2015 | .0187668 | .0104033 | 1.80 | 0.071 | -.0016233 | .039157 |
1 2016 | -.0033278 | .0102994 | -0.32 | 0.747 | -.0235142 | .0168587 |
1 2017 | 0 | (omitted) | ||||
However, when I use lincom, the joint coefficients of these interaction terms with self_employed_1 is statistically significant at 1% level. For example for year 2005, I have:
( | 1) | self_employed_1 + 1.self_employed_1#2005b.rok = | 0 |
lfood Coef. Std. Err. z P>z | [95% Conf. | Interval] | |
(1) .0440057 .0082907 5.31 0.000 | .0277561 | .0602552 | |
How should I interpret these results? Should I interpret there is no change of under-reporting in year 2005 relative to the baseline year 2017 because the interaction coefficient is not significant and impact of self_employment_1 on lfood in year 2005 is .03577?
Or should I look at the results from lincom and say the impact of self_employment_1 on lfood in year 2005 is .0440057?
I am little confused and your help would be greatly appreciated.
Thank you.
0 Response to Joint coefficients
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