<>
Martin is quite correct in describing the test. However it is not the
test the original poster asked for, which is a test with one d.f.
(that the SUM of three coefficients in one model equals the SUM of
three coefficients in another). Martin describes a much stronger
statement: that EACH coefficient in one model equals its counterpart.
That is a valid test, but a test with 3 d.f., not 1.
Kit
On Sep 25, 2009, at 2:33 AM, Martin wrote:
This is a joint test for the equality of three coefficients across
equations:
**************
sysuse auto, clear
reg pr we le he if f
est store for
reg pr we le he if !f
est store dom
suest for dom
test [for_mean=dom_mean]:weight length headroom
**************
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming
| http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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