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Re: st: Wald test of coefficient equality


From   Steven Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Wald test of coefficient equality
Date   Sat, 22 Jan 2011 22:33:01 -0500

On Jan 21, 2011, at 11:21 AM, Ari Dothan wrote:

I need to test the equality of two coefficients in one equation. One
of the coefficients is, however,  insignificant. Is the Wald test valid?

Yes. And, it is possible that the test would not reject the hypothesis of equality, even though the CI of the second coefficient alone shows that it is non-zero.

Steve
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