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From |
John Antonakis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: testing the difference between the estimated coefficients |

Date |
Sat, 16 Jan 2010 11:10:16 +0100 |

Hi: This is a job for suest.

suest five zero test [five_mean]a = [zero_mean]b HTH, John. ____________________________________________________

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. * * 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/

* * 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/

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**References**:**st: testing the difference between the estimated coefficients***From:*"Sibel S." <[email protected]>

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