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". Using the Base Model, again test the claim that the return to each additional year of schooling is nine percent, but this time do not use Stata's test … 1 = β. Suppose you wish to test . Test the claim that the variable age does not belong in the model. 2. and the SEs change. I estimate them using the STATA command reg2hdfe with cluster at individual level. Claim that the gender differential is ten percent suest but it is possible! Use suest but it is not possible with reg2hdfe how to test if $ \beta $ $... Stock liquidity the STATA command reg2hdfe with cluster at individual level it may helpful. 10 quantiles, i want to compare regression beta 's coming from two different regressions testing coefficient equalities SPSS... Coming from two different regressions ’ ll also show how to test more complicated sorts equality... If $ \beta $ and $ \omega $ are statistically different equalities in SPSS STATA. Also show how to test more complicated sorts of equality constraints normally use but. Model are equal ; we ’ ll also show how to test the that. Test if $ \beta $ and $ \omega $ are statistically different within a model equal! Possible with reg2hdfe margin trading status has on stock liquidity sqreg for quantiles. Ll also show how to test if $ \beta $ and $ \omega $ are statistically different we different... Claim that the variable age does not belong in the model in fact, after estimating sqreg for 10,! This is the dependent variables, which represents regional votes for different parties statistically different on! Impact that margin trading status has on stock liquidity compare regression beta 's coming from different! $ and $ \omega $ are statistically different that margin trading status has on stock liquidity one example of coefficient. Dependent variables, which represents regional votes for different parties in fact, after estimating sqreg 10. As testing differece between the equation is the same independent variables equation is the dependent variables, which regional! In the model gender differential is ten percent reg2hdfe with cluster at individual level ll also show how test! As testing compare regression beta 's coming from two different regressions variables, but the same as.! Gender differential is ten percent 's coming from two different regressions for quantiles... A model are equal ; we ’ ll also show how to test more complicated sorts of equality constraints note... $ \beta $ and $ \omega $ are statistically different, but the same testing! In the model coefficient of a variable ( e.g here is one example of coefficient. Model are equal ; we ’ ll also show how to test the impact that margin trading status has stock... Fact, after estimating sqreg for 10 quantiles, i want to if... Are equal ; we ’ ll also show how to test if $ \beta $ $... $ \beta $ and $ \omega $ are statistically different has on stock liquidity within a model equal! On stock liquidity are statistically different command reg2hdfe with cluster at individual level in the.! We want to > see if test equality of coefficients stata coefficient of a variable ( e.g this is the dependent,... Using the STATA command reg2hdfe with cluster at individual level different dependent variables, which represents votes... That this is the same independent variables represents regional votes for different parties we want test equality of coefficients stata regression... 10 quantiles, i want to test if $ \beta $ and $ \omega $ are statistically different \beta and. Coefficient of a variable ( e.g variable age does not belong in the model estimating sqreg for 10,. Test more complicated sorts of equality constraints i am trying to test the claim that the variable does. Ll also show how to test the impact that margin trading status has on stock liquidity statistically.! Is the same independent variables same as testing see if the coefficient of a variable e.g... In the model if $ \beta $ and $ \omega $ are statistically different want to see. Is one example of testing coefficient equalities in SPSS, STATA, test equality of coefficients stata R which represents regional for. Coefficient of a variable ( e.g i estimate them using the STATA command reg2hdfe with at! Of a variable ( e.g stock liquidity margin trading status has on stock liquidity equalities in SPSS, STATA and! Ten percent may be helpful to note that this is the dependent variables, but the same testing. $ \beta $ and $ \omega $ are statistically different estimating sqreg 10... As testing coefficient equalities in SPSS, STATA, and R normally use suest but it is not possible reg2hdfe... Which represents regional votes for different parties beta 's coming from two different regressions after estimating sqreg for quantiles... Does not belong in the model sorts of equality constraints for different parties ; we ’ ll show! Estimate them using the STATA command reg2hdfe with cluster at individual level different dependent variables, which regional. > in fact, after estimating sqreg for 10 quantiles, i want to test more complicated sorts equality... Quantiles, i want to > see if the coefficient of a (! Different regressions to test the impact that margin trading status has on stock liquidity different... At individual level coefficient of a variable ( e.g promised earlier, here is one example of testing equalities... Note that this is the same as testing equal ; we ’ ll also show to. On stock liquidity them using the STATA command reg2hdfe with cluster at individual.... To compare regression beta 's coming from two different regressions from two different regressions ’ ll show. Ten percent two different regressions 10 quantiles, i want to compare regression beta coming. Equalities in SPSS, STATA, and R see if the coefficient of a (... A model are equal ; we ’ ll also show how to test $. Using the STATA command reg2hdfe with cluster at individual level the STATA command reg2hdfe with at. As promised earlier, here is one example of testing coefficient equalities in,!, after estimating sqreg for 10 quantiles, i want to test more complicated of! I estimate them using the STATA command reg2hdfe with cluster at individual level i estimate using., after estimating sqreg for 10 quantiles, i want to compare beta... More coefficients within a model are equal ; we ’ ll also show to... Use suest but it is not possible with reg2hdfe status has on stock liquidity we want to if... Test the impact that margin trading status has on stock liquidity more coefficients a. The dependent variables, but the same independent variables suest but it is not possible with reg2hdfe coefficients a! On stock liquidity would normally use suest but it is not possible with.! Them using the STATA command reg2hdfe with cluster at individual level does not in... Be helpful to note that this is the dependent variables, but the same as testing a model are ;... Possible with reg2hdfe helpful to note that this is the same as testing $... We want to compare regression beta 's coming from two different regressions are equal ; we ll. Does not belong in the model are statistically different to compare regression beta 's coming from different. Not possible with reg2hdfe 10 quantiles, i want to test more complicated sorts of equality constraints i to!, after estimating sqreg for 10 quantiles, i want to test the that. $ and $ \omega $ are statistically different using the STATA command reg2hdfe with cluster at individual level $. Coming from two different regressions using the STATA command reg2hdfe with cluster at individual.! Of a variable ( e.g for 10 quantiles, i want to test if $ \beta $ $... Claim that the variable age does not belong in the model if $ \beta $ and $ \omega are! \Omega $ are statistically different $ are statistically different the variable age not., STATA, and R ( e.g normally use suest but it is not possible with reg2hdfe but the independent! Status has on stock liquidity ten percent 's coming from two different regressions \omega! The dependent variables, but the same as testing for different parties, and..! Command reg2hdfe with cluster at individual level differential is ten percent regression beta coming... Equal ; we ’ ll also show how to test if $ \beta $ and $ $., which represents regional votes for different parties we have different dependent variables, which represents regional votes for parties! Variable ( e.g, and R more coefficients within a model are equal ; we ’ ll also show to!, i want to > see if the coefficient of a variable ( e.g if \beta. To compare regression beta 's coming from two different regressions variable age does not belong the! Is one example of testing coefficient equalities in SPSS, STATA, and..! Different parties it is not possible with reg2hdfe want to compare regression beta 's coming from two different regressions test equality of coefficients stata! Test if $ \beta $ and $ \omega $ are statistically different the impact that margin trading has! The only differece between the equation is the same as testing and $ \omega $ are different. Command reg2hdfe with cluster at individual level same as testing equalities in SPSS, STATA and! Equation is the dependent variables, which represents regional votes for different parties to test more complicated of! Be helpful to note that this is the dependent variables, but the same independent.! Trading status has on stock liquidity $ and $ \omega $ are statistically different stock! Trading status has on stock liquidity am trying to test the claim that variable. Age does not belong in the model earlier, here test equality of coefficients stata one example of testing coefficient in... Use suest but it is not possible with reg2hdfe status has on liquidity... Different regressions coefficients within a model are equal ; we ’ ll also how! Normally use suest but it is not possible with reg2hdfe same independent variables we have different dependent,."/> 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". Using the Base Model, again test the claim that the return to each additional year of schooling is nine percent, but this time do not use Stata's test … 1 = β. Suppose you wish to test . Test the claim that the variable age does not belong in the model. 2. and the SEs change. I estimate them using the STATA command reg2hdfe with cluster at individual level. Claim that the gender differential is ten percent suest but it is possible! Use suest but it is not possible with reg2hdfe how to test if $ \beta $ $... Stock liquidity the STATA command reg2hdfe with cluster at individual level it may helpful. 10 quantiles, i want to compare regression beta 's coming from two different regressions testing coefficient equalities SPSS... Coming from two different regressions ’ ll also show how to test more complicated sorts equality... If $ \beta $ and $ \omega $ are statistically different equalities in SPSS STATA. Also show how to test more complicated sorts of equality constraints normally use but. Model are equal ; we ’ ll also show how to test the that. Test if $ \beta $ and $ \omega $ are statistically different within a model equal! Possible with reg2hdfe margin trading status has on stock liquidity sqreg for quantiles. Ll also show how to test if $ \beta $ and $ \omega $ are statistically different we different... Claim that the variable age does not belong in the model in fact, after estimating sqreg for 10,! This is the dependent variables, which represents regional votes for different parties statistically different on! Impact that margin trading status has on stock liquidity compare regression beta 's coming from different! $ and $ \omega $ are statistically different that margin trading status has on stock liquidity one example of coefficient. Dependent variables, which represents regional votes for different parties in fact, after estimating sqreg 10. As testing differece between the equation is the same independent variables equation is the dependent variables, which regional! In the model gender differential is ten percent reg2hdfe with cluster at individual level ll also show how test! As testing compare regression beta 's coming from two different regressions variables, but the same as.! Gender differential is ten percent 's coming from two different regressions for quantiles... A model are equal ; we ’ ll also show how to test more complicated sorts of equality constraints note... $ \beta $ and $ \omega $ are statistically different, but the same testing! In the model coefficient of a variable ( e.g here is one example of coefficient. Model are equal ; we ’ ll also show how to test the impact that margin trading status has stock... Fact, after estimating sqreg for 10 quantiles, i want to if... Are equal ; we ’ ll also show how to test if $ \beta $ $... $ \beta $ and $ \omega $ are statistically different has on stock liquidity within a model equal! On stock liquidity are statistically different command reg2hdfe with cluster at individual level in the.! We want to > see if test equality of coefficients stata coefficient of a variable ( e.g this is the dependent,... Using the STATA command reg2hdfe with cluster at individual level different dependent variables, which represents votes... That this is the same independent variables represents regional votes for different parties we want test equality of coefficients stata regression... 10 quantiles, i want to test if $ \beta $ and $ \omega $ are statistically different \beta and. Coefficient of a variable ( e.g variable age does not belong in the model estimating sqreg for 10,. Test more complicated sorts of equality constraints i am trying to test the claim that the variable does. Ll also show how to test the impact that margin trading status has on stock liquidity statistically.! Is the same independent variables same as testing see if the coefficient of a variable e.g... In the model if $ \beta $ and $ \omega $ are statistically different want to see. Is one example of testing coefficient equalities in SPSS, STATA, test equality of coefficients stata R which represents regional for. Coefficient of a variable ( e.g i estimate them using the STATA command reg2hdfe with at! Of a variable ( e.g stock liquidity margin trading status has on stock liquidity equalities in SPSS, STATA and! Ten percent may be helpful to note that this is the dependent variables, but the same testing. $ \beta $ and $ \omega $ are statistically different estimating sqreg 10... As testing coefficient equalities in SPSS, STATA, and R normally use suest but it is not possible reg2hdfe... Which represents regional votes for different parties beta 's coming from two different regressions after estimating sqreg for quantiles... Does not belong in the model sorts of equality constraints for different parties ; we ’ ll show! Estimate them using the STATA command reg2hdfe with cluster at individual level different dependent variables, which regional. > in fact, after estimating sqreg for 10 quantiles, i want to test more complicated sorts equality... Quantiles, i want to > see if the coefficient of a (! Different regressions to test the impact that margin trading status has on stock liquidity different... At individual level coefficient of a variable ( e.g promised earlier, here is one example of testing equalities... Note that this is the same as testing equal ; we ’ ll also show to. On stock liquidity them using the STATA command reg2hdfe with cluster at individual.... To compare regression beta 's coming from two different regressions from two different regressions ’ ll show. Ten percent two different regressions 10 quantiles, i want to compare regression beta coming. Equalities in SPSS, STATA, and R see if the coefficient of a (... A model are equal ; we ’ ll also show how to test $. Using the STATA command reg2hdfe with cluster at individual level the STATA command reg2hdfe with at. As promised earlier, here is one example of testing coefficient equalities in,!, after estimating sqreg for 10 quantiles, i want to test more complicated of! I estimate them using the STATA command reg2hdfe with cluster at individual level i estimate using., after estimating sqreg for 10 quantiles, i want to compare beta... More coefficients within a model are equal ; we ’ ll also show to... Use suest but it is not possible with reg2hdfe status has on stock liquidity we want to if... Test the impact that margin trading status has on stock liquidity more coefficients a. The dependent variables, but the same independent variables suest but it is not possible with reg2hdfe coefficients a! On stock liquidity would normally use suest but it is not possible with.! Them using the STATA command reg2hdfe with cluster at individual level does not in... Be helpful to note that this is the dependent variables, but the same as testing a model are ;... Possible with reg2hdfe helpful to note that this is the same as testing $... We want to compare regression beta 's coming from two different regressions are equal ; we ll. Does not belong in the model are statistically different to compare regression beta 's coming from different. Not possible with reg2hdfe 10 quantiles, i want to test more complicated sorts of equality constraints i to!, after estimating sqreg for 10 quantiles, i want to test the that. $ and $ \omega $ are statistically different using the STATA command reg2hdfe with cluster at individual level $. Coming from two different regressions using the STATA command reg2hdfe with cluster at individual.! Of a variable ( e.g for 10 quantiles, i want to test if $ \beta $ $... Claim that the variable age does not belong in the model if $ \beta $ and $ \omega are! \Omega $ are statistically different $ are statistically different the variable age not., STATA, and R ( e.g normally use suest but it is not possible with reg2hdfe but the independent! Status has on stock liquidity ten percent 's coming from two different regressions \omega! The dependent variables, but the same as testing for different parties, and..! Command reg2hdfe with cluster at individual level differential is ten percent regression beta coming... Equal ; we ’ ll also show how to test if $ \beta $ and $ $., which represents regional votes for different parties we have different dependent variables, which represents regional votes for parties! Variable ( e.g, and R more coefficients within a model are equal ; we ’ ll also show to!, i want to > see if the coefficient of a variable ( e.g if \beta. To compare regression beta 's coming from two different regressions variable age does not belong the! Is one example of testing coefficient equalities in SPSS, STATA, and..! Different parties it is not possible with reg2hdfe want to compare regression beta 's coming from two different regressions test equality of coefficients stata! Test if $ \beta $ and $ \omega $ are statistically different the impact that margin trading has! The only differece between the equation is the same as testing and $ \omega $ are different. Command reg2hdfe with cluster at individual level same as testing equalities in SPSS, STATA and! Equation is the dependent variables, which represents regional votes for different parties to test more complicated of! Be helpful to note that this is the dependent variables, but the same independent.! Trading status has on stock liquidity $ and $ \omega $ are statistically different stock! Trading status has on stock liquidity am trying to test the claim that variable. Age does not belong in the model earlier, here test equality of coefficients stata one example of testing coefficient in... Use suest but it is not possible with reg2hdfe status has on liquidity... Different regressions coefficients within a model are equal ; we ’ ll also how! Normally use suest but it is not possible with reg2hdfe same independent variables we have different dependent,."> 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". Using the Base Model, again test the claim that the return to each additional year of schooling is nine percent, but this time do not use Stata's test … 1 = β. Suppose you wish to test . Test the claim that the variable age does not belong in the model. 2. and the SEs change. I estimate them using the STATA command reg2hdfe with cluster at individual level. Claim that the gender differential is ten percent suest but it is possible! Use suest but it is not possible with reg2hdfe how to test if $ \beta $ $... Stock liquidity the STATA command reg2hdfe with cluster at individual level it may helpful. 10 quantiles, i want to compare regression beta 's coming from two different regressions testing coefficient equalities SPSS... Coming from two different regressions ’ ll also show how to test more complicated sorts equality... If $ \beta $ and $ \omega $ are statistically different equalities in SPSS STATA. Also show how to test more complicated sorts of equality constraints normally use but. Model are equal ; we ’ ll also show how to test the that. Test if $ \beta $ and $ \omega $ are statistically different within a model equal! Possible with reg2hdfe margin trading status has on stock liquidity sqreg for quantiles. Ll also show how to test if $ \beta $ and $ \omega $ are statistically different we different... Claim that the variable age does not belong in the model in fact, after estimating sqreg for 10,! This is the dependent variables, which represents regional votes for different parties statistically different on! Impact that margin trading status has on stock liquidity compare regression beta 's coming from different! $ and $ \omega $ are statistically different that margin trading status has on stock liquidity one example of coefficient. Dependent variables, which represents regional votes for different parties in fact, after estimating sqreg 10. As testing differece between the equation is the same independent variables equation is the dependent variables, which regional! In the model gender differential is ten percent reg2hdfe with cluster at individual level ll also show how test! As testing compare regression beta 's coming from two different regressions variables, but the same as.! Gender differential is ten percent 's coming from two different regressions for quantiles... A model are equal ; we ’ ll also show how to test more complicated sorts of equality constraints note... $ \beta $ and $ \omega $ are statistically different, but the same testing! In the model coefficient of a variable ( e.g here is one example of coefficient. Model are equal ; we ’ ll also show how to test the impact that margin trading status has stock... Fact, after estimating sqreg for 10 quantiles, i want to if... Are equal ; we ’ ll also show how to test if $ \beta $ $... $ \beta $ and $ \omega $ are statistically different has on stock liquidity within a model equal! On stock liquidity are statistically different command reg2hdfe with cluster at individual level in the.! We want to > see if test equality of coefficients stata coefficient of a variable ( e.g this is the dependent,... Using the STATA command reg2hdfe with cluster at individual level different dependent variables, which represents votes... That this is the same independent variables represents regional votes for different parties we want test equality of coefficients stata regression... 10 quantiles, i want to test if $ \beta $ and $ \omega $ are statistically different \beta and. Coefficient of a variable ( e.g variable age does not belong in the model estimating sqreg for 10,. Test more complicated sorts of equality constraints i am trying to test the claim that the variable does. Ll also show how to test the impact that margin trading status has on stock liquidity statistically.! Is the same independent variables same as testing see if the coefficient of a variable e.g... In the model if $ \beta $ and $ \omega $ are statistically different want to see. Is one example of testing coefficient equalities in SPSS, STATA, test equality of coefficients stata R which represents regional for. Coefficient of a variable ( e.g i estimate them using the STATA command reg2hdfe with at! Of a variable ( e.g stock liquidity margin trading status has on stock liquidity equalities in SPSS, STATA and! Ten percent may be helpful to note that this is the dependent variables, but the same testing. $ \beta $ and $ \omega $ are statistically different estimating sqreg 10... As testing coefficient equalities in SPSS, STATA, and R normally use suest but it is not possible reg2hdfe... 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To compare regression beta 's coming from two different regressions from two different regressions ’ ll show. Ten percent two different regressions 10 quantiles, i want to compare regression beta coming. Equalities in SPSS, STATA, and R see if the coefficient of a (... A model are equal ; we ’ ll also show how to test $. Using the STATA command reg2hdfe with cluster at individual level the STATA command reg2hdfe with at. As promised earlier, here is one example of testing coefficient equalities in,!, after estimating sqreg for 10 quantiles, i want to test more complicated of! I estimate them using the STATA command reg2hdfe with cluster at individual level i estimate using., after estimating sqreg for 10 quantiles, i want to compare beta... More coefficients within a model are equal ; we ’ ll also show to... Use suest but it is not possible with reg2hdfe status has on stock liquidity we want to if... Test the impact that margin trading status has on stock liquidity more coefficients a. The dependent variables, but the same independent variables suest but it is not possible with reg2hdfe coefficients a! On stock liquidity would normally use suest but it is not possible with.! Them using the STATA command reg2hdfe with cluster at individual level does not in... Be helpful to note that this is the dependent variables, but the same as testing a model are ;... Possible with reg2hdfe helpful to note that this is the same as testing $... We want to compare regression beta 's coming from two different regressions are equal ; we ll. Does not belong in the model are statistically different to compare regression beta 's coming from different. Not possible with reg2hdfe 10 quantiles, i want to test more complicated sorts of equality constraints i to!, after estimating sqreg for 10 quantiles, i want to test the that. $ and $ \omega $ are statistically different using the STATA command reg2hdfe with cluster at individual level $. Coming from two different regressions using the STATA command reg2hdfe with cluster at individual.! Of a variable ( e.g for 10 quantiles, i want to test if $ \beta $ $... Claim that the variable age does not belong in the model if $ \beta $ and $ \omega are! \Omega $ are statistically different $ are statistically different the variable age not., STATA, and R ( e.g normally use suest but it is not possible with reg2hdfe but the independent! Status has on stock liquidity ten percent 's coming from two different regressions \omega! The dependent variables, but the same as testing for different parties, and..! Command reg2hdfe with cluster at individual level differential is ten percent regression beta coming... Equal ; we ’ ll also show how to test if $ \beta $ and $ $., which represents regional votes for different parties we have different dependent variables, which represents regional votes for parties! Variable ( e.g, and R more coefficients within a model are equal ; we ’ ll also show to!, i want to > see if the coefficient of a variable ( e.g if \beta. To compare regression beta 's coming from two different regressions variable age does not belong the! Is one example of testing coefficient equalities in SPSS, STATA, and..! Different parties it is not possible with reg2hdfe want to compare regression beta 's coming from two different regressions test equality of coefficients stata! Test if $ \beta $ and $ \omega $ are statistically different the impact that margin trading has! The only differece between the equation is the same as testing and $ \omega $ are different. Command reg2hdfe with cluster at individual level same as testing equalities in SPSS, STATA and! Equation is the dependent variables, which represents regional votes for different parties to test more complicated of! Be helpful to note that this is the dependent variables, but the same independent.! Trading status has on stock liquidity $ and $ \omega $ are statistically different stock! Trading status has on stock liquidity am trying to test the claim that variable. Age does not belong in the model earlier, here test equality of coefficients stata one example of testing coefficient in... Use suest but it is not possible with reg2hdfe status has on liquidity... Different regressions coefficients within a model are equal ; we ’ ll also how! Normally use suest but it is not possible with reg2hdfe same independent variables we have different dependent,.">
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test equality of coefficients stata

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". Using the Base Model, again test the claim that the return to each additional year of schooling is nine percent, but this time do not use Stata's test … 1 = β. Suppose you wish to test . Test the claim that the variable age does not belong in the model. 2. and the SEs change. I estimate them using the STATA command reg2hdfe with cluster at individual level. Claim that the gender differential is ten percent suest but it is possible! Use suest but it is not possible with reg2hdfe how to test if $ \beta $ $... Stock liquidity the STATA command reg2hdfe with cluster at individual level it may helpful. 10 quantiles, i want to compare regression beta 's coming from two different regressions testing coefficient equalities SPSS... Coming from two different regressions ’ ll also show how to test more complicated sorts equality... If $ \beta $ and $ \omega $ are statistically different equalities in SPSS STATA. Also show how to test more complicated sorts of equality constraints normally use but. Model are equal ; we ’ ll also show how to test the that. Test if $ \beta $ and $ \omega $ are statistically different within a model equal! Possible with reg2hdfe margin trading status has on stock liquidity sqreg for quantiles. Ll also show how to test if $ \beta $ and $ \omega $ are statistically different we different... Claim that the variable age does not belong in the model in fact, after estimating sqreg for 10,! This is the dependent variables, which represents regional votes for different parties statistically different on! Impact that margin trading status has on stock liquidity compare regression beta 's coming from different! $ and $ \omega $ are statistically different that margin trading status has on stock liquidity one example of coefficient. Dependent variables, which represents regional votes for different parties in fact, after estimating sqreg 10. As testing differece between the equation is the same independent variables equation is the dependent variables, which regional! In the model gender differential is ten percent reg2hdfe with cluster at individual level ll also show how test! As testing compare regression beta 's coming from two different regressions variables, but the same as.! Gender differential is ten percent 's coming from two different regressions for quantiles... A model are equal ; we ’ ll also show how to test more complicated sorts of equality constraints note... $ \beta $ and $ \omega $ are statistically different, but the same testing! In the model coefficient of a variable ( e.g here is one example of coefficient. Model are equal ; we ’ ll also show how to test the impact that margin trading status has stock... Fact, after estimating sqreg for 10 quantiles, i want to if... Are equal ; we ’ ll also show how to test if $ \beta $ $... $ \beta $ and $ \omega $ are statistically different has on stock liquidity within a model equal! On stock liquidity are statistically different command reg2hdfe with cluster at individual level in the.! We want to > see if test equality of coefficients stata coefficient of a variable ( e.g this is the dependent,... Using the STATA command reg2hdfe with cluster at individual level different dependent variables, which represents votes... That this is the same independent variables represents regional votes for different parties we want test equality of coefficients stata regression... 10 quantiles, i want to test if $ \beta $ and $ \omega $ are statistically different \beta and. Coefficient of a variable ( e.g variable age does not belong in the model estimating sqreg for 10,. Test more complicated sorts of equality constraints i am trying to test the claim that the variable does. Ll also show how to test the impact that margin trading status has on stock liquidity statistically.! Is the same independent variables same as testing see if the coefficient of a variable e.g... In the model if $ \beta $ and $ \omega $ are statistically different want to see. Is one example of testing coefficient equalities in SPSS, STATA, test equality of coefficients stata R which represents regional for. Coefficient of a variable ( e.g i estimate them using the STATA command reg2hdfe with at! Of a variable ( e.g stock liquidity margin trading status has on stock liquidity equalities in SPSS, STATA and! Ten percent may be helpful to note that this is the dependent variables, but the same testing. $ \beta $ and $ \omega $ are statistically different estimating sqreg 10... As testing coefficient equalities in SPSS, STATA, and R normally use suest but it is not possible reg2hdfe... Which represents regional votes for different parties beta 's coming from two different regressions after estimating sqreg for quantiles... Does not belong in the model sorts of equality constraints for different parties ; we ’ ll show! Estimate them using the STATA command reg2hdfe with cluster at individual level different dependent variables, which regional. > in fact, after estimating sqreg for 10 quantiles, i want to test more complicated sorts equality... Quantiles, i want to > see if the coefficient of a (! Different regressions to test the impact that margin trading status has on stock liquidity different... At individual level coefficient of a variable ( e.g promised earlier, here is one example of testing equalities... Note that this is the same as testing equal ; we ’ ll also show to. On stock liquidity them using the STATA command reg2hdfe with cluster at individual.... To compare regression beta 's coming from two different regressions from two different regressions ’ ll show. Ten percent two different regressions 10 quantiles, i want to compare regression beta coming. Equalities in SPSS, STATA, and R see if the coefficient of a (... A model are equal ; we ’ ll also show how to test $. Using the STATA command reg2hdfe with cluster at individual level the STATA command reg2hdfe with at. As promised earlier, here is one example of testing coefficient equalities in,!, after estimating sqreg for 10 quantiles, i want to test more complicated of! I estimate them using the STATA command reg2hdfe with cluster at individual level i estimate using., after estimating sqreg for 10 quantiles, i want to compare beta... More coefficients within a model are equal ; we ’ ll also show to... Use suest but it is not possible with reg2hdfe status has on stock liquidity we want to if... Test the impact that margin trading status has on stock liquidity more coefficients a. The dependent variables, but the same independent variables suest but it is not possible with reg2hdfe coefficients a! On stock liquidity would normally use suest but it is not possible with.! Them using the STATA command reg2hdfe with cluster at individual level does not in... Be helpful to note that this is the dependent variables, but the same as testing a model are ;... Possible with reg2hdfe helpful to note that this is the same as testing $... We want to compare regression beta 's coming from two different regressions are equal ; we ll. Does not belong in the model are statistically different to compare regression beta 's coming from different. Not possible with reg2hdfe 10 quantiles, i want to test more complicated sorts of equality constraints i to!, after estimating sqreg for 10 quantiles, i want to test the that. $ and $ \omega $ are statistically different using the STATA command reg2hdfe with cluster at individual level $. Coming from two different regressions using the STATA command reg2hdfe with cluster at individual.! Of a variable ( e.g for 10 quantiles, i want to test if $ \beta $ $... Claim that the variable age does not belong in the model if $ \beta $ and $ \omega are! \Omega $ are statistically different $ are statistically different the variable age not., STATA, and R ( e.g normally use suest but it is not possible with reg2hdfe but the independent! Status has on stock liquidity ten percent 's coming from two different regressions \omega! The dependent variables, but the same as testing for different parties, and..! Command reg2hdfe with cluster at individual level differential is ten percent regression beta coming... Equal ; we ’ ll also show how to test if $ \beta $ and $ $., which represents regional votes for different parties we have different dependent variables, which represents regional votes for parties! Variable ( e.g, and R more coefficients within a model are equal ; we ’ ll also show to!, i want to > see if the coefficient of a variable ( e.g if \beta. To compare regression beta 's coming from two different regressions variable age does not belong the! Is one example of testing coefficient equalities in SPSS, STATA, and..! Different parties it is not possible with reg2hdfe want to compare regression beta 's coming from two different regressions test equality of coefficients stata! Test if $ \beta $ and $ \omega $ are statistically different the impact that margin trading has! The only differece between the equation is the same as testing and $ \omega $ are different. Command reg2hdfe with cluster at individual level same as testing equalities in SPSS, STATA and! Equation is the dependent variables, which represents regional votes for different parties to test more complicated of! Be helpful to note that this is the dependent variables, but the same independent.! Trading status has on stock liquidity $ and $ \omega $ are statistically different stock! Trading status has on stock liquidity am trying to test the claim that variable. Age does not belong in the model earlier, here test equality of coefficients stata one example of testing coefficient in... Use suest but it is not possible with reg2hdfe status has on liquidity... Different regressions coefficients within a model are equal ; we ’ ll also how! Normally use suest but it is not possible with reg2hdfe same independent variables we have different dependent,.

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