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From |
andreas nordset <andreas.nordset@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Testing equality of 2 coefficients after FE regression: How does Stata compute the Pooled SE and test statistic? |

Date |
Wed, 8 Dec 2010 17:32:26 +0100 |

Yes, that makes sense. Thanks a lot! On Wed, Dec 8, 2010 at 11:57 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > --- On Wed, 8/12/10, andreas nordset wrote: >> after estimating a FE model, I am testing the equality of >> two coefficients. >> >> The difference between them is about 3000 and the SE in the >> regression output are respectively 1700 and 1600. I would >> thus have thought that the test statistic should be >> t = 3000/sqrt(1700^2+1600^2) =1.29 > > You are missing the covariance of the joint sampling > distribution of these two parameters. The variance of the > difference is: var(x1) + var(x2) - 2*cov(x1,x2) > > Hope this helps, > Maarten > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > http://www.maartenbuis.nl > -------------------------- > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Testing equality of 2 coefficients after FE regression: How does Stata compute the Pooled SE and test statistic?***From:*andreas nordset <andreas.nordset@gmail.com>

**Re: st: Testing equality of 2 coefficients after FE regression: How does Stata compute the Pooled SE and test statistic?***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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