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From |
andreas nordset <[email protected]> |

To |
[email protected] |

Subject |
st: Testing equality of 2 coefficients after FE regression: How does Stata compute the Pooled SE and test statistic? |

Date |
Wed, 8 Dec 2010 11:15:18 +0100 |

Dear all, after estimating a FE model, I am testing the equality of two coefficients. The difference between them is about 3000 and the SE in the regression output are respectively 1700 and 1600. I would thus have thought that the test statistic should be t = 3000/sqrt(1700^2+1600^) =1.29, insufficient to reject the Null that the two coefficients are identical. Yet --test coeff1=coef2-- gives me F(1,1386)=6.01 and hence Prob >F=0.0143, thus rejecting the Null at the 5% confidence level. So I'm wondering why this is: Does Stata use smaller within-person standard errors for the test, given that the regression is a FE regression? If so, should I also use such smaller SEs (rather than those displayed next to the coefficients in the standard regression output) for plotting the coefficients? Thanks a lot, Andreas * * 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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