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Re: st: Significance Test


From   fcebenoy@hunter.cuny.edu
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Significance Test
Date   Fri, 31 Mar 2006 15:38:08 -0500

Philip,
You can do it with dummy variable for sample 1 (or 2): identify your sample 1 (or 2) with that dummy by cross multiplying your variables. Then put both of your equations (and samples) into one, run your regression and test coefficients of sample1b1= the coefficient of sample2b1, or you can use suest command: check the help link for the chain of commands to use it: gives the same results of the above application.
Fatma
--
Fatma Cebenoyan
Assistant Professor of Accounting
Department of Economics
Hunter College/CUNY
New York, New York


Quoting Philip Rego <philip.rego@gmail.com>:


Hello Statausers,
I have a simple query. I am new to stata. So, please help me in this regard.
I want to test the equality of coefficients. I have two identical
equation for two samples with same varibles. I want to test whether
coefficients are significnatly different or not.

Y=constant+b1(x1)+b2(x2)+b3(x3)..........eqn (1)
Y=constant+b1(x1)+b2(x2)+b3(x3)..........eqn (2)

I want to test b1(x1) of first equation=1(x1) of second equation

What is the command and how should i implement.

Thanks in anticipation.

Best,
Philip

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