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Re: st: comparison of OLS and Fixed-effects regression coefficients
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From |
Wencke Gwozdz <[email protected]> |
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To |
[email protected] |
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Subject |
Re: st: comparison of OLS and Fixed-effects regression coefficients |
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Date |
Fri, 01 Feb 2008 15:30:46 +0100 |
Thank you very much Maarten.
This is not what I was looking for. I would like to compare the
coefficients of 2 specific dependent variables and not the whole
regression model.
Let's assume the following model that I estimate twice, one OLS and one FE:
y = b1x1 + b2x2 + ... + bnxn
Then, I would like to test both b1 coefficients of x1 if they are
significant different from each other.
Hypothesis: b1(OLS) ~= b1(FE).
Thank you very much for helping.
Wencke
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