Compare impact in regressions - Same independent variable & several dependent variables

[Mohammad Ibrahim]

Hi Statalisters,

This might be basic, but I'm new to stats.

I am investigating the impact of X variable on total Y variableand its three dimensions (i.e. Y1, Y2, and Y3), where total Y = Y1+Y2+Y3, using four models:

Y= α + β_1X + control variables
Y1= α + β_1X + control variables
Y2= α + β_1X + control variables
Y3= α + β_1X + control variables


Assuming that X has a positive impact on total Y and its three dimensions, one of my research hypotheses is that the impact of X variable in models that examine Y1, Y2, Y3 are expected to differ significantly from the model that investigates total Y.

In this regard, please how can I test this hypothesis? How can I know if the impact of X variable on each dimension significantly differ from total Y, and across the separate three dimensions? Please note that I am using cross-sectional data if this information is relevant.

Your help and valuable time are much appreciated!!

Thank you very much in advance.

[Carlo Lazzaro]

Mohammad:
welcome to this forum.
Assuming that your query is not related to class/homework (otherwise, please see https://www.statalist.org/forums/help#adviceextras, #4. Thanks), you may be interested in -suest-.
As an aside, please follow the FAQ on how to post more effectively. Thanks.

[Mohammad Ibrahim]

Thank you Carlo for your reply. Much appreciated!

Please note that my query is related to a paper that I am trying to publish. Thank you for your help and your suggestion about posting more effectively.

Have a great day!

Best Wishes,
Mohammad.

[Carlo Lazzaro]

Mohammad:
thanks for clarifying.
-suest- is actually worth exploring.