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st: Bootstrap of std err. of difference in coefficients of 2regressions


From   <[email protected]>
To   [email protected]
Subject   st: Bootstrap of std err. of difference in coefficients of 2regressions
Date   Thu, 28 Jun 2007 18:03:11 +0100 (GMT+01:00)



Hi,

I have two models the first one is
y=x1+x2+x3
the second one 
is
y=x1+x2+x3+x4
I need to bootstrap the standard errors of the 
coefficient that I get as the difference (_b(x3)-_b(x3)) that is the 
difference in the coefficient of the same regressor in the two 
different regressions, may you help me how to do that? I need a 
bootstrap of the standard errors I'm not interested in the bootstrap 
of 
the coefficients.
Thanks a lot


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