# Re: st: testing the difference between the estimated coefficients

 From Fabio Zona <[email protected]> To [email protected] Subject Re: st: testing the difference between the estimated coefficients Date Sat, 16 Jan 2010 11:55:22 +0100 (CET)

```A related issue:
What test should I run, and what STATA commands should I type to test whether one coefficient of a regression is larger or smaller than another coefficient? (in the same sample, not comparison of the same coefficient between groups, but two different coefficients on the same sample/population and in the same regression)
Thanks!

----- Messaggio originale -----
Da: "John Antonakis" <[email protected]>
A: [email protected]
Inviato: Sabato, 16 gennaio 2010 11:10:16 GMT +01:00 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna
Oggetto: Re: st: testing the difference between the estimated coefficients

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.

____________________________________________________

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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/
*
*   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/
```