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st: How to test the equality of coef in regression model


From   ronggui <ronggui.huang@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How to test the equality of coef in regression model
Date   Mon, 24 Apr 2006 16:07:07 +0800

First,I get the first model by:
reg y x1 x2 x2 x3

then I want to test if _b[x1]=_b[x2]=_b[x3], Can I achieve it by the
following codes?
gen x=x1+x2+x3
reg y x1 x2 x2 x3
est store A1
reg y x1 x
lrtest A1 .

Are model A1 and . nested? and Is this test valid?

Thanks.


--
ٹ
Deparment of Sociology
Fudan University

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