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Re: st: A test for variation in regression coefficients
From
"Michael N. Mitchell" <[email protected]>
To
[email protected]
Subject
Re: st: A test for variation in regression coefficients
Date
Sat, 23 Oct 2010 12:33:32 -0700
Thanks for noting that Kit! I think I showed an old-fashioned way of doing this that
probably dates back to the stone age :) .
Michael N. Mitchell
Data Management Using Stata - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week - http://www.MichaelNormanMitchell.com
On 2010-10-23 5.15 AM, Christopher Baum wrote:
<>
It is also worth noting that a test that a number of coefficients' values are equal can be done quite a bit more expeditiously:
regress y x1 x2 x3 x4 x5
test x1=x2=x3=x4=x5
Kit
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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