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I have run two regression models. one is GLM with logit link and Binomial family and the other is tobit regression. I want to compare the coefficient of some of my independent variables in each model. I have tried the Wald test '' Test command'' in stata.

But, I am not sure if that is correct to use it for a GLM regression model too. Would you please recommend me an appropriate test of hypothesis to be used after GLM and Tobit.

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  • $\begingroup$ Is this question stupid to ask or why no one is pointing any idea. $\endgroup$
    – user67940
    Commented Mar 5, 2015 at 3:15
  • $\begingroup$ Request you to wait for some more time. It's been just two hours since you have posted this question. Patience will yield a good response to this question. $\endgroup$
    – Learner
    Commented Mar 5, 2015 at 4:47

1 Answer 1

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The Wald test doesn't allow you to "compare the coefficients" of the independent variables across models, as you seem to intend. It is meant to test a restriction on one or more coefficients (say $\beta = 0$) in one specific model.

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