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Re: st: How to test the equality of coef in regression model


From   Ronnie Babigumira <[email protected]>
To   [email protected]
Subject   Re: st: How to test the equality of coef in regression model
Date   Mon, 24 Apr 2006 10:46:56 +0200

see -help test##coeflist- for what I think is a more straight forward approach

ronggui wrote:
> First,I get the first model by:
> reg y x1 x2 x2 x3
> 
> then I want to test if _b[x1]=_b[x2]=_b[x3], Can I achieve it by the
> following codes?
> gen x=x1+x2+x3
> reg y x1 x2 x2 x3
> est store A1
> reg y x1 x
> lrtest A1 .
> 
> Are model A1 and . nested? and Is this test valid?
> 
> Thanks.
> 
> 
> --
> ���ٹ�
> Deparment of Sociology
> Fudan University
> 
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