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st: Post estimation


From   "joe J." <[email protected]>
To   [email protected]
Subject   st: Post estimation
Date   Sat, 03 Jul 2004 05:20:20 +0000

Sorry for any double posting.

I want to estimate two equations (fixed effect panel) with the same set of independent variables. My final coefficients and t values would be as follows,
1. Final coefficients: the sum of the coefficients from the two equations
2. Final t value: Summed coefficient (of equations 1&2)/Standard Error of the second equation

I know that using matrix command I can add coefficients from both eqautions. But I have not been able to figure out how to extract Standard Error from the second equation and combine that with the summed coefficient (generated from adding up coefficients of equation 1 and 2).

Any hint would be of great help.

Joe

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