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Re: st: How to test ratio of coefficients


From   Yuval Arbel <[email protected]>
To   statalist <[email protected]>
Subject   Re: st: How to test ratio of coefficients
Date   Tue, 3 Sep 2013 20:32:42 -0700

You can also get the confidence interval of this expression by using

nlcom x1Xx3 / x1Xx4 - x2Xx3 / x2Xx4

Yuval

On Tue, Sep 3, 2013 at 7:43 PM, Liu,Zhong <[email protected]> wrote:
> Hi, George:
>
> I think that you should use testnl instead.
>
> Best,
> Zhong
>
> -----原始邮件----- From: George_Huang
> Sent: Wednesday, September 04, 2013 10:34 AM
> To: [email protected]
> Subject: st: How to test ratio of coefficients
>
>
> Hi,
>
> I have following regression:
>
> reg y x1 x2 x3 x4 x1Xx3 x1Xx4 x2Xx3 x2Xx4
>
> I would like to compare ratio of coefficients on x1Xx3 / x1Xx4 with the
> following ratio:  x2Xx3 / x2Xx4.
>
> I try to use the following commend:
>
> test x1Xx3 / x1Xx4 = x2Xx3 / x2Xx4
>
> However, I got the result stated “not possible with test”. Are there other
> ways to solve the problem?
>
> Any suggestion is greatly appreciated.
>
> Best,
>
> George
>
>
>
>
>
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-- 
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: [email protected]
e-mail2: [email protected]
You can access my latest paper on SSRN at:  http://ssrn.com/abstract=2263398
You can access previous papers on SSRN at: http://ssrn.com/author=1313670

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