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Re: st: Wald test of coefficient equality
From
Steven Samuels <[email protected]>
To
[email protected]
Subject
Re: st: Wald test of coefficient equality
Date
Sat, 22 Jan 2011 22:33:01 -0500
On Jan 21, 2011, at 11:21 AM, Ari Dothan wrote:
I need to test the equality of two coefficients in one equation. One
of the coefficients is, however, insignificant. Is the Wald test valid?
Yes. And, it is possible that the test would not reject the
hypothesis of equality, even though the CI of the second coefficient
alone shows that it is non-zero.
Steve
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