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Re: st: Wald test with two dummies


From   Robson Glasscock <[email protected]>
To   [email protected]
Subject   Re: st: Wald test with two dummies
Date   Fri, 29 Apr 2011 10:27:36 -0400

Hi Mick,
Yes. The Wald test may be used to test the null hypothesis that the
dummy variables are equal.
Robson Glasscock

On Fri, Apr 29, 2011 at 10:01 AM, D.M. Kabel <[email protected]> wrote:
> Hi all,
>
> I ran a model with 2 mutually exclusive dummies, no constant and clustered standard errors. The two dummies are both significant. Now I need to compare the coefficient estimates, and thus compare the alphas for the two groups (dummies).  I tried to use the command:   test High=Low. But is this Wald test also useful for two mutually exclusive dummies?
>
> Thanks in advance,
> Mick
>
>
>
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