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Re: st: A test for variation in regression coefficients


From   "Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: A test for variation in regression coefficients
Date   Sat, 23 Oct 2010 12:33:32 -0700

Thanks for noting that Kit! I think I showed an old-fashioned way of doing this that probably dates back to the stone age :) .

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-10-23 5.15 AM, Christopher Baum wrote:
<>
It is also worth noting that a test that a number of coefficients' values are equal can be done quite a bit more expeditiously:

regress y x1 x2 x3 x4 x5
test x1=x2=x3=x4=x5

Kit

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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