[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Dr. Stephen Owusu-Ansah" <[email protected]> |

To |
[email protected] |

Subject |
st: How can I assess relative importance of two coefficients in an equation? |

Date |
Sat, 27 Dec 2003 00:17:23 -0600 |

Dear Colleagues:

How can I assess the relative importance of two coefficients using Wald test? Thus, I want toi test a null hypothesis that the explanatory powers of X_3 and X_4 of the following equation are equal by comparing their Wald chi-square statistic:

Y = b1 + b2X_1 + b3X_2 + b4X_3 + b5X_4.

If I use the "test" command after estimation, the results reported by Stata is in F-distribution, but I want the results to be reported in chi-square distribution with its associated p-value.

Is there any ado for this test? Can somebody help me to write the code if it doesn't already exist?

Regards,

Stephen

*

* For searches and help try:

* http://www.stata.com/support/faqs/res/findit.html

* http://www.stata.com/support/statalist/faq

* http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: How can I assess relative importance of two coefficients in an equation?***From:*Richard Williams <[email protected]>

- Prev by Date:
**Re: st: RE: Random assignment** - Next by Date:
**Re: st: How can I assess relative importance of two coefficients in an equation?** - Previous by thread:
**st: VARIANCE COMPONENTS IN HT** - Next by thread:
**Re: st: How can I assess relative importance of two coefficients in an equation?** - Index(es):

© Copyright 1996–2024 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |