Re: st: Significance Test

[fcebenoy@hunter.cuny.edu]

Philip,
You can do it with dummy variable for sample 1 (or 2): identify your 
sample 1 (or 2) with that dummy by cross multiplying your variables. 
Then put both of your equations (and samples) into one, run your 
regression and test  coefficients of sample1b1= the coefficient of 
sample2b1, or you can use suest command: check the help link for the 
chain of commands to use it: gives the same results of the above 
application.
Fatma
--
Fatma Cebenoyan
Assistant Professor of Accounting
Department of Economics
Hunter College/CUNY
New York, New York


Quoting Philip Rego <philip.rego@gmail.com>:


> Hello Statausers,
> I have a simple query. I am new to stata. So, please help me in this regard.
> I want to test the equality of coefficients. I have two identical
> equation for two samples with same varibles. I want to test whether
> coefficients are significnatly different or not.
>
> Y=constant+b1(x1)+b2(x2)+b3(x3)..........eqn (1)
> Y=constant+b1(x1)+b2(x2)+b3(x3)..........eqn (2)
>
> I want to test b1(x1) of first equation=1(x1) of second equation
>
> What is the command and how should i implement.
>
> Thanks in anticipation.
>
> Best,
> Philip
>
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