Hi:
This is a job for suest.
regress a b if year==2005
est store five
regress a b if year==2000
est store zero
suest five zero
test [five_mean]a = [zero_mean]b
HTH,
John.
____________________________________________________
Prof. John Antonakis, Associate Dean
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
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On 16.01.2010 04:39, Sibel S. wrote:
> 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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