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From |
"Michael N. Mitchell" <[email protected]> |

To |
[email protected] |

Subject |
Re: st: A test for variation in regression coefficients |

Date |
Fri, 22 Oct 2010 20:24:18 -0700 |

Dear Jeff I wonder if this example does the trick for you... sysuse auto, clear rename price y rename headroom x1 rename trunk x2 rename weight x3 rename length x4 rename turn x5 regress y x1 x2 x3 x4 x5 test x1=x2 test x2=x3, accum test x3=x4, accum test x4=x5, accum So the final test yields... ( 1) x1 - x2 = 0 ( 2) x2 - x3 = 0 ( 3) x3 - x4 = 0 ( 4) x4 - x5 = 0 F( 4, 68) = 4.13 Prob > F = 0.0047

Is that what you are looking for? Michael N. Mitchell Data Management Using Stata - http://www.stata.com/bookstore/dmus.html A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html Stata tidbit of the week - http://www.MichaelNormanMitchell.com On 2010-10-22 7.52 PM, Jeff Roberts wrote:

Hi, I am interested in a test for variation in regression coefficients. I have a block of coefficients (20 in all) for which I’d like to show that that the coefficient estimates vary one from another. This would be test of the null hypothesis that Beta(i) is constant for all i. I have constructed linear contrasts to test that each coefficient is different from the “average” of the remaining coefficients; however, this not really the single test statistic that I’m after. Any thoughts would be greatly appreciated. Thanks and Best Regards, J.Roberts * * 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/

**Follow-Ups**:**RE: st: A test for variation in regression coefficients***From:*"Jeff Roberts" <[email protected]>

**References**:**st: A test for variation in regression coefficients***From:*"Jeff Roberts" <[email protected]>

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