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st: A test for variation in regression coefficients


From   "Jeff Roberts" <jeff@roberts.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: A test for variation in regression coefficients
Date   Fri, 22 Oct 2010 22:52:04 -0400

Hi,

I am interested in a test for variation in regression coefficients.  I have
a block of coefficients (20 in all) for which I?d like to show that that the
coefficient estimates vary one from another.  This would be test of the null
hypothesis that Beta(i) is constant for all i.
I have constructed linear contrasts to test that each coefficient is
different from the ?average? of the remaining coefficients; however, this
not really the single test statistic that I?m after.
Any thoughts would be greatly appreciated.

Thanks and Best Regards,
J.Roberts




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