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Martin said
What would the test with one df look like in my example?
In my (quite similar) example:
webuse grunfeld, clear
g byte d = company<7
xi: reg invest kstock mvalue i.time i.company if d
est store zero
xi: reg invest kstock mvalue i.time i.company if !d
est store one
suest zero one
test [zero_mean]kstock+[zero_mean]mvalue=[one_mean]kstock+[one_mean]
mvalue
which is the same, conceptually, as that appearing in various postings
(in which there were three coeffs. in the sum, not two, but ça ne fait
rien).
Kit Baum
[email protected]
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