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Re: st: testing linear combination of means
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: testing linear combination of means
Date
Thu, 22 Nov 2012 14:51:57 +0100
Hi:
This should be relatively straightforward.
Run this code to give you an idea of what to do:
clear
set seed 123
set obs 1000
*generate y1-y4
foreach var of newlist y1-y4 {
gen `var'= 10 + rnormal()
}
*repeated regressions to estimate intercept (mean)
foreach var of varlist y1-y4 {
reg `var'
est store `var'
}
*combine estimators with suest
suest y1 y2 y3 y4
*the test you are looking for
test 0.5*([y1_mean]_cons - [y2_mean]_cons) - 0.5*([y3_mean]_cons
-[y4_mean]_cons) = 0
which in this case gives:
( 1) .5*[y1_mean]_cons - .5*[y2_mean]_cons - .5*[y3_mean]_cons +
.5*[y4_mean]_cons = 0
chi2( 1) = 0.01
Prob > chi2 = 0.9069
HTH,
John.
__________________________________________
Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
Associate Editor
The Leadership Quarterly
__________________________________________
On 22.11.2012 14:23, Rubil Ivica wrote:
> Dear Statalist members:
>
> Suppose there are four variables: var1, var2, var3, var4. I need to test
> whether
>
> 0.5 * [mean(var1) - mean(var2)] - 0.5 * [mean(var3) - mean(var4)]
>
> is significantly different from zero.
>
> Is there any idea how to perform the test?
>
> Thanks in advance,
> Ivica
>
>
>
>
>
>
>
>
>
> --
> Ivica Rubil
> Ekonomski institut || The Institute of Economics, Zagreb
> Trg J. F. Kennedyja 7, 10 000 Zagreb, Croatia
> tel. +385-1-2362-269 || fax. +385-1-2335-165
> [email protected] || www.eizg.hr
>
>
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