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Re: st: testing the difference between the estimated coefficients


From   John Antonakis <[email protected]>
To   [email protected]
Subject   Re: st: testing the difference between the estimated coefficients
Date   Sat, 16 Jan 2010 11:12:09 +0100

Hi:

This is a job for suest.

regress a b if year==2005
est store five

regress a b if year==2000
est store zero

suest five zero
test [five_mean]a = [zero_mean]b

HTH,
John.

____________________________________________________

Prof. John Antonakis, Associate Dean
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________



On 16.01.2010 04:39, Sibel S. wrote:
> If we run the following regressions,
> regress a b if year==2005      *equation 1
> regress a b if year==2000      *equation 2
> how can one test the difference between the estimated coefficients (b
> in equation 1 and b in equation 2) and get the t-statistic of
> difference?Thanks.
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>


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