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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