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st: whether difference is significant


From   "Lynn Lee" <[email protected]>
To   <[email protected]>
Subject   st: whether difference is significant
Date   Mon, 15 Oct 2012 16:59:39 +0800

Dear all,

I have two models:

Y1=beta1*x1+beta2*x2+beta3*x3+u1
Y2=alpha1*x1+alpha2*x2+alpha3*x3+u2
I want to interpret whether the difference between beta1 and alpha1 is
significant. How to interpret and test this significance? How to get the
standard error for this difference?

Any suggestion is appreciated.

Best Regards,
Lynn Lee


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