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# Re: st: Adding wald test using esttab.

 From Tim Wade To statalist@hsphsun2.harvard.edu Subject Re: st: Adding wald test using esttab. Date Wed, 11 May 2011 17:45:57 -0400

```Sumedha, this should work:

clear
sysuse auto
eststo R1: quietly regress price weight mpg
eststo R2: quietly regress price weight mpg foreign
suest R1 R2
test [R1_mean]weight=[R2_mean]weight
esttab R1 R2, stats(test)

. esttab R1 R2, stats(test)

--------------------------------------------
(1)             (2)
price           price
--------------------------------------------
weight              1.747**         3.465***
(2.72)          (5.49)

mpg                -49.51           21.85
(-0.57)          (0.29)

foreign                            3673.1***
(5.37)

_cons              1946.1         -5853.7
(0.54)         (-1.73)
--------------------------------------------
test             0.000932
--------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001

Tim

On Wed, May 11, 2011 at 4:54 PM, Gupta, Sumedha <sugupta@iupui.edu> wrote:
> Hi,
>
> I am looking for some guidance on how to add the wald test for difference between coefficients from two models to a table generated using esttab. I do the following:
>
>  sysuse auto
> (1978 Automobile Data)
>
> . eststo R1: quietly regress price weight mpg
>
> . eststo R2: quietly regress price weight mpg foreign
>
> . esttab
>
> --------------------------------------------
>                      (1)             (2)
>                    price           price
> --------------------------------------------
> weight              1.747**         3.465***
>                   (2.72)          (5.49)
>
> mpg                -49.51           21.85
>                  (-0.57)          (0.29)
>
> foreign                            3673.1***
>                                   (5.37)
>
> _cons              1946.1         -5853.7
>                   (0.54)         (-1.73)
> --------------------------------------------
> N                      74              74
> --------------------------------------------
> t statistics in parentheses
> * p<0.05, ** p<0.01, *** p<0.001
>
> Now I want to test if the weight coefficient in model 1 is statistically different from that in Model 2. In my own program the following works:
>
> suest R1 R2
> test [R1]weight=[R2]weight
>
> But here I get the following error:
>
> So my first question is how to conduct the above test. Second is how to add the p value from the above Wald test to the table generated using esttab?
>
> Any help will be much appreciated. Many thanks!
> - Sumedha.
>
>
>
>
>
>
>
> *
> *   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/
>

*
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```