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st: Testing difference between margins

Subject   st: Testing difference between margins
Date   Thu, 19 May 2011 12:09:19 +0200

Suppose I estimate:

xi: reg y x z x2 xz z2

I then predict y at certain levels of the covariates using
"margins", e.g., 

margins, at (x=-2.5 z = -2.5 x2=6.25 x = 6.25 z2=6.25)
margins, at (x=2.5 z = -2.5 x2=6.25 xz = -6.25 z2=6.25)

I would like to test whether the predict from the first
margins command is different from the predict of the second
margins command; of course, I can see whether the confidence
intervals of the predict overlap (but I would like to do a

Is there a way to do this?

John Antoankis
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