Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: re: testing across different sub-samples


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: testing across different sub-samples
Date   Fri, 25 Sep 2009 09:52:02 -0400

<>
Martin said

What would the test with one df look like in my example?

In my (quite similar) example:

webuse grunfeld, clear
g byte d = company<7
xi: reg invest kstock mvalue i.time i.company if d
est store zero
xi: reg invest kstock mvalue i.time i.company if !d
est store one
suest zero one
test [zero_mean]kstock+[zero_mean]mvalue=[one_mean]kstock+[one_mean] mvalue

which is the same, conceptually, as that appearing in various postings (in which there were three coeffs. in the sum, not two, but ça ne fait rien).

Kit Baum
[email protected]




*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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