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st: testing difference in partial coefficients with -test-


From   Martin Engeler <[email protected]>
To   [email protected]
Subject   st: testing difference in partial coefficients with -test-
Date   Fri, 24 Feb 2012 08:10:47 +0100

Hi all!
 
I try to test the difference between two coefficients from the same sample of a multilevel model (xtmixed) by using the -test- command. (postestimation command test coeffA = coeffB) However, I am unsure how to interpret the resulting chi2 outcomes properly.
 
I want to test whether the two standardized coefficients are significantly different, and thus whether one is significantly larger than the other. Am I right to conclude that the coefficients are different and one is larger than the other if the resulting Prob Chi2 is smaller than 0.05?
 
Many thanks for considering my question. Best, Martin
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