st: How can I assess relative importance of two coefficients in an equation?
Date
Sat, 27 Dec 2003 00:17:23 -0600
Dear Colleagues:
How can I assess the relative importance of two coefficients using Wald
test? Thus, I want toi test a null hypothesis that the explanatory
powers of X_3 and X_4 of the following equation are equal by comparing
their Wald chi-square statistic:
Y = b1 + b2X_1 + b3X_2 + b4X_3 + b5X_4.
If I use the "test" command after estimation, the results reported by
Stata is in F-distribution, but I want the results to be reported in
chi-square distribution with its associated p-value.
Is there any ado for this test? Can somebody help me to write the code
if it doesn't already exist?
