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Re: st: comparison of OLS and Fixed-effects regression coefficients


From   Wencke Gwozdz <gwozdz-w@uni-hohenheim.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: comparison of OLS and Fixed-effects regression coefficients
Date   Fri, 01 Feb 2008 15:30:46 +0100

Thank you very much Maarten.
This is not what I was looking for. I would like to compare the coefficients of 2 specific dependent variables and not the whole regression model.
Let's assume the following model that I estimate twice, one OLS and one FE:
y = b1x1 + b2x2 + ... + bnxn

Then, I would like to test both b1 coefficients of x1 if they are significant different from each other.
Hypothesis: b1(OLS) ~= b1(FE).

Thank you very much for helping.

Wencke

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