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st: what does increase in coefficient value over two time period indicate


From   Prakash Singh <prakashbhu@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: what does increase in coefficient value over two time period indicate
Date   Mon, 5 Nov 2012 16:24:55 +0530

Dear friends
I have a small query related to value of coefficient.

Suppose I run regression for two different time period for same set of
variables and get 0.13 and .34 (both statistically significant) as
estimated coefficient of a variable. Now I want to know that: does
this high coefficient value in the second period indicate improvement
in the effect of the variable on the dependent variable.

The time period of the two regression is 1981-1992 and 1993-2001.


Regards
Prakash
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