test age=age2=0. Dear Stata Forum, I was trying to compare (or test the equality of) the coefficients 1. of the same specification (using 'xtreg') but for male and female samples using 'estimates store' and then 'suest' command. Here we have different dependent variables, but the same independent variables. If you want to test whether two estimates (whatever estimates) are equal you cannot do so by looking if the confidence intervals overlap. If you google "test equality of correlation coefficients stata" you'll find CORTESTI: Stata module to test equality of two correlation coefficients Then following commands will test the equality of coefficients on x1 and x2: ge g2=(group==2) regress y c.x1##i.g2 c.x2##i.g2 contrast g2 g2#c.x1 g2#c.x2, overall. test female=-0.10. more coefficients within a model are equal; we’ll also show how to test more complicated sorts of equality constraints. As promised earlier, here is one example of testing coefficient equalities in SPSS, Stata, and R.. H. 0: β. Test the claim that the gender differential is ten percent. I want to test if $\beta$ and $\omega$ are statistically different. > In fact, after estimating sqreg for 10 quantiles, I want to > see if the coefficient of a variable (e.g. Stata reports it has omitted all independent variables (11 in total, but 'ESG' is the variable of interest) due to collinearity (I assume that's supposed to happen) The coefficient for "which_outcome#c.ESG2" is statistically significant, but does not match the actual difference between both coefficients when I run the regressions separately. 1 - … Stata’s official website gives an example of the output: In this example, to test the equality of coefficients on x1 and x2, 6.06 and 2.80 are the F-stats that we are looking for. Many thanks, Sharon Re: test of the equality of coefficients in two models Aug 17, 2010; 04:07am — by Sascha Heller Maybe I don't understand your question exactly, but for the STATA example (given in the link), it work's fine when clustering for any other variable (hours etc.) 22 Jan 2019, 19:17. I would normally use suest but it is not possible with reg2hdfe. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex. H. 0: β. H. A: β. equality of coefficients test with reghdfe: subsample analysis or interaction terms? Does that answer your question? Herve M. Caci, 2000. Juni 2009 17:02 An: [email protected] Betreff: st: Testing the Equality of Coefficients Across Two xtabond Arellano-Bond Regressions Dear Statalist, I am trying to get stata to test the equality of coefficient estimates following two xtabond arellano-bond regressions. 1 ≠ β. I am trying to test the impact that margin trading status has on stock liquidity. This is taken from Dallas survey data (original data link, survey instrument link), and they asked about fear of crime, and split up the questions between fear of property victimization and violent victimization. The only differece between the equation is the dependent variables, which represents regional votes for different parties. OR We want to compare regression beta's coming from two different regressions. It may be helpful to note that this is the same as testing . 2. Test for equality of parameters within a model. "CORTESTI: Stata module to test equality of two correlation coefficients," Statistical Software Components S407302, Boston College Department of Economics, revised 07 Nov 2000.Handle: RePEc:boc:bocode:s407302 Note: This module may be installed from within Stata by typing "ssc install cortesti". 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