<>
What would the test with one df look like in my example?
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Kit Baum
Gesendet: Freitag, 25. September 2009 12:59
An: [email protected]
Betreff: st: Re: testing across different sub-samples
<>
Martin is quite correct in describing the test. However it is not the
test the original poster asked for, which is a test with one d.f.
(that the SUM of three coefficients in one model equals the SUM of
three coefficients in another). Martin describes a much stronger
statement: that EACH coefficient in one model equals its counterpart.
That is a valid test, but a test with 3 d.f., not 1.
Kit
On Sep 25, 2009, at 2:33 AM, Martin wrote:
>
> This is a joint test for the equality of three coefficients across
> equations:
>
>
> **************
> sysuse auto, clear
> reg pr we le he if f
> est store for
> reg pr we le he if !f
> est store dom
> suest for dom
> test [for_mean=dom_mean]:weight length headroom
> **************
Kit Baum | Boston College Economics & DIW Berlin |
http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming
| http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata |
http://www.stata-press.com/books/imeus.html
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