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st: testing the difference between the estimated coefficients
From
"Sibel S." <[email protected]>
To
[email protected]
Subject
st: testing the difference between the estimated coefficients
Date
Fri, 15 Jan 2010 22:39:30 -0500
If we run the following regressions,
regress a b if year==2005 *equation 1
regress a b if year==2000 *equation 2
how can one test the difference between the estimated coefficients (b
in equation 1 and b in equation 2) and get the t-statistic of
difference?Thanks.
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