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st: Re: How to test ratio of coefficients
From
"George_Huang" <[email protected]>
To
"statalist" <[email protected]>
Subject
st: Re: How to test ratio of coefficients
Date
Wed, 4 Sep 2013 12:09:28 +0800
Hi, Zhong and Yuval,
Thanks a lot! They both works.
Best,
George
-----原始?件-----
From: Yuval Arbel
Sent: Wednesday, September 04, 2013 11:32 AM
To: statalist
Subject: Re: st: How to test ratio of coefficients
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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