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Re: st: test of coefficients of the same regression equation


From   Florian Wendelspiess Chávez Juárez <florian@chavezjuarez.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: test of coefficients of the same regression equation
Date   Fri, 15 Feb 2013 11:59:08 +0100

Dear Nahla

No, to test the mean you would use the command ttest. In this case you are using test, hence you are testing linear hypothesis. Check the help files of the two commands and you will see the difference.

Best regards,
Florian


On 15-Feb-13 11:49, Nahla Betelmal wrote:
hi Florian,

Thanks for the reply. Would not that test the difference of the mean
between the two variables rather than testing the difference between
coefficients themselves?

Thanks again

Nahla

On 15 February 2013 10:42, Florian Wendelspiess Chávez Juárez
<florian@chavezjuarez.com> wrote:
Hi Nahla

I think you can simply use:
test [mean]NSP = [mean]Times_2

     or even

test NSP = Times_2
in this case, since there is only one equation as I see.

I hope this help.
Best regards,
Florian



On 15-Feb-13 11:29, Nahla Betelmal wrote:
Dear Statalist,

I am trying to test the equality of coefficients b1 and b3 of the same
regression equation

reg Y NSP Q Times_2

est store alltwo

suest alltwo

test [alltwo_mean]NSP = [alltwo_mean]times_2

I got the error message : equation [alltwo_mean] not found
r(303);

All goes well till the test part. However, I had no problem using the
same steps when I wanted to test the coefficients equality  between
two different regression. equations.

It would be great if you let me know what I am doing wrong and the
right way to test the coefficents of the same regression equation.

Many thanks


Nahla
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