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st: How can I assess relative importance of two coefficients in an equation?


From   "Dr. Stephen Owusu-Ansah" <sowusuansah@rgv.rr.com>
To   statalist@hsphsun2.harvard.edu
Subject   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?

Regards,

Stephen

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