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st: Simple coefficient test across models


From   Garret Christensen <[email protected]>
To   Stata List <[email protected]>
Subject   st: Simple coefficient test across models
Date   Wed, 6 Oct 2010 19:22:13 -0700 (PDT)

I imagine this is fairly simple--I'd like to test the equality of the coefficients on a variable in two slightly different models. Imagine doing reg y x1 and then reg y x1 x2, and I'd like to test whether _b[x1] (from the first model)=_b[x1] (from the second model). I saw the FAQ page http://www.stata.com/support/faqs/stat/testing.html, but I don't think it works in this case.

thanks,
Garret Christensen


      
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