st: Test of net balance of coefficien​ts with opposite signs

[Stefan Göke <stefan.goeke@googlemail.com>]

Dear statalisters,

I have a fixed effects regression with two covariates (cov1 and cov2)
in focus and some controls.

The coefficient of cov1 has a positive sign and the coefficient of
cov2 has a negative sign, both at the 1% significance level with a
Wald test of equality of coefficients rejecting the null hypothesis
that the coefficients are equal at the 1% significance level. I want
to test if "coeff1+coeff2 > 0" or "coeff1+coeff2 < 0", i.e. I want to
test the net balance of the coefficients.

The idea is to understand whether one can overcome the negative effect
of one unit change in cov2 with the positive effect of one unit change
of cov1. I do not want to include the net balance of the covariates
into the regression because I want to conclude on both covariates
separately.

Any help is highly appreciated. Many thanks for your consideration

Stefan


--
Stefan Göke
Ph.D. Candidate
Department of Management
University Paderborn

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