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.
____________________________________________________
Prof. John Antonakis, Associate Dean
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Department of Organizational Behavior
University of Lausanne
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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/