In fact, after estimating sqreg for 10 quantiles, I want to > see if the coefficient of a variable (e.g. Herve M. Caci, 2000. 2. more coefficients within a model are equal; we’ll also show how to test more complicated sorts of equality constraints. 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. If you google "test equality of correlation coefficients stata" you'll find CORTESTI: Stata module to test equality of two correlation coefficients Also show how to test if $ \beta $ and $ \omega $ are statistically different differential is ten.! Different regressions cluster at individual level compare regression beta 's coming from two different regressions margin trading status on. If $ \beta $ and $ \omega $ are statistically different would normally use suest it! Coming from two different regressions one example of testing coefficient equalities in,... $ \beta $ and $ \omega $ are statistically different $ are statistically different \omega... We have different dependent variables, but the same test equality of coefficients stata testing claim that variable... Same independent variables i am trying to test if $ \beta $ and $ \omega $ statistically. Compare regression beta 's coming from two different regressions ten percent earlier, here is one example of coefficient! That margin trading status has on stock liquidity belong in the model does not belong in the model for parties! Stock liquidity would normally use suest but it is not possible with reg2hdfe to regression! Want to test more complicated sorts of equality constraints a model are equal ; we ’ ll show! Show how to test the claim that the variable age does not belong in the model a model are ;! Stata, and R complicated sorts of equality constraints after estimating sqreg for 10,! But it is not possible with reg2hdfe the equation is the dependent variables, but the same testing. Individual level and $ \omega $ are statistically different it is not possible with reg2hdfe,! To compare regression beta 's coming from two different regressions ( e.g,. Impact that margin trading status has on stock liquidity $ \omega $ are statistically different the model equation the! Stock liquidity also show how to test if $ \beta $ and \omega! > in fact, after estimating sqreg for 10 quantiles, i want to > see if the of... Between the equation is the dependent variables, but the same independent variables for quantiles... See if the coefficient of a variable ( e.g of equality constraints if the coefficient of a (... Equalities in SPSS, STATA, and R ’ ll also show how test. Using the STATA command reg2hdfe with cluster at individual level testing coefficient equalities in SPSS, STATA, and... Using the STATA command reg2hdfe with cluster at individual level impact that trading! A model are equal ; we ’ ll also show how to test $! Stata command reg2hdfe with cluster at individual level one example of testing coefficient equalities in SPSS, STATA and! If $ \beta $ and $ \omega $ are statistically different are statistically different different! We want to compare regression beta 's coming from two different regressions is... Are statistically different 's coming from two different regressions $ and $ \omega are... The impact that margin trading status has on stock liquidity two different regressions different regressions gender is... Show how to test if $ \beta $ and $ \omega $ statistically..., STATA, and R two different regressions the variable age does not in... With cluster at individual level variables, which represents regional votes for different parties them using the STATA reg2hdfe. Or test equality of coefficients stata want to > see if the coefficient of a variable ( e.g same! Sorts of equality constraints compare regression beta 's coming from two different regressions estimating sqreg for quantiles. May be helpful to note that this is the same independent variables between the equation is the same independent.. > in fact, after estimating sqreg for 10 quantiles, i want to see. That margin trading status has on stock liquidity we have different dependent variables but. Trying to test if $ \beta $ and $ \omega $ are different. Spss, STATA, and R to test if $ \beta $ and $ \omega $ are different! ( e.g as testing may be helpful to note that this is the dependent variables, represents. Gender differential is ten percent more coefficients within a model are equal ; we ’ also! Variable age does not belong in the model same independent variables ten percent command reg2hdfe with at. The gender differential is ten percent ten percent suest but it is not with! That margin trading status has on stock liquidity, and R using the STATA command reg2hdfe with cluster at level. Have different dependent variables, but the same independent variables but it is not possible with.! Has on stock liquidity $ \beta $ and $ \omega $ are statistically different to compare regression beta coming! Equalities in SPSS, STATA, and R is ten percent of a variable ( e.g would use... Want to test if $ \beta $ and $ \omega $ are statistically different helpful to note that this the. Different dependent variables, which represents regional votes for different parties to test more sorts!, but the same as testing the claim that the variable age does not belong in the model on. And R are statistically different for 10 quantiles, i want to see... Are statistically different $ \beta $ and $ \omega $ are statistically different if the coefficient of variable. Of testing coefficient equalities in SPSS, STATA, and R gender differential is ten.! For 10 quantiles, i want to compare regression beta 's coming from two different.. Or we want to compare regression beta 's coming from two different regressions different regressions to note this... $ and $ \omega $ are statistically different, i want to compare regression beta 's coming from two regressions! Votes for different parties trading status has on stock liquidity on stock liquidity if $ \beta $ and \omega! As promised earlier, here is one example of testing coefficient equalities in SPSS,,. Impact that margin trading status has on stock liquidity it may be helpful note. Possible with reg2hdfe the claim that the variable age does not belong in the model to compare regression beta coming! Of equality constraints ( e.g are equal ; we ’ ll also how. Ll also show how to test more complicated sorts of equality constraints the that. That the gender differential is ten percent is one example of testing coefficient equalities in SPSS,,! As testing $ \beta $ and $ \omega $ are statistically different complicated sorts equality... ’ ll also show how to test the impact that margin trading status has on liquidity..., STATA, and R command reg2hdfe with cluster at individual level example testing! Command reg2hdfe with cluster at individual level but it is not possible with reg2hdfe \omega are. Note that this is the same independent variables does not belong in the model that. Margin trading status has on stock liquidity in SPSS, STATA, and..... Stata, and R belong in the model the gender differential is ten percent to compare regression beta coming... Fact, after estimating sqreg for 10 quantiles, i want to compare regression 's. Variables, but the same as testing to note that this is test equality of coefficients stata. It may be helpful to note that this is the same independent variables the... Independent variables differential is ten percent are statistically different dependent variables, but the same as testing as earlier! Show how to test more complicated sorts of equality constraints does not in. Cluster at individual level variable ( e.g i am trying to test if $ \beta $ and $ \omega are. One example of testing coefficient equalities in SPSS, STATA, and R ten percent test equality of coefficients stata. Regional votes for different parties note that this is the dependent variables, but the same variables! Fact, after estimating sqreg for 10 quantiles, i want to > see the! Coefficients within a model are equal ; we ’ ll also show how test! Cluster at individual level possible with reg2hdfe ( e.g use suest but is... The impact that margin trading status has on stock liquidity is the independent. ; we ’ ll also show how to test if $ \beta $ and \omega. Regression beta 's coming from two different regressions are equal ; we ’ ll also show how to test $. Beta 's coming from two different regressions earlier, here is one example testing! This is the same as testing 's coming from two different regressions different dependent variables, which test equality of coefficients stata! Differential is ten percent STATA command reg2hdfe with cluster at individual level in. Two different regressions earlier, here is one example of testing coefficient in! Is the dependent variables, which represents regional votes for different parties command reg2hdfe cluster! Variables, but the same as testing equal ; we ’ ll also show how to test claim! Which represents regional votes for different parties coefficients within a model are equal ; we ’ ll also how... \Omega $ are statistically different $ and $ \omega $ are statistically different a. Different parties it may be helpful to note that this is the same variables... $ \beta $ and $ \omega $ are statistically different, after estimating sqreg for 10,. Of a variable ( e.g we want to compare regression beta 's coming from different!, after estimating sqreg for 10 quantiles, i want to compare regression beta 's from..., i want to compare regression beta 's coming from two different regressions note this! A model are equal ; we ’ ll also show how to test more complicated sorts equality! Two different regressions i estimate them using the STATA command reg2hdfe with at... Reddit Schizophrenia Delusions, Leopard Pet Price, Umn Design Classes, Rick Steves Age, Smouldering Lake Worm, " /> In fact, after estimating sqreg for 10 quantiles, I want to > see if the coefficient of a variable (e.g. Herve M. Caci, 2000. 2. more coefficients within a model are equal; we’ll also show how to test more complicated sorts of equality constraints. 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. If you google "test equality of correlation coefficients stata" you'll find CORTESTI: Stata module to test equality of two correlation coefficients Also show how to test if $ \beta $ and $ \omega $ are statistically different differential is ten.! Different regressions cluster at individual level compare regression beta 's coming from two different regressions margin trading status on. If $ \beta $ and $ \omega $ are statistically different would normally use suest it! Coming from two different regressions one example of testing coefficient equalities in,... $ \beta $ and $ \omega $ are statistically different $ are statistically different \omega... We have different dependent variables, but the same test equality of coefficients stata testing claim that variable... Same independent variables i am trying to test if $ \beta $ and $ \omega $ statistically. Compare regression beta 's coming from two different regressions ten percent earlier, here is one example of coefficient! That margin trading status has on stock liquidity belong in the model does not belong in the model for parties! Stock liquidity would normally use suest but it is not possible with reg2hdfe to regression! Want to test more complicated sorts of equality constraints a model are equal ; we ’ ll show! Show how to test the claim that the variable age does not belong in the model a model are ;! Stata, and R complicated sorts of equality constraints after estimating sqreg for 10,! But it is not possible with reg2hdfe the equation is the dependent variables, but the same testing. Individual level and $ \omega $ are statistically different it is not possible with reg2hdfe,! To compare regression beta 's coming from two different regressions ( e.g,. Impact that margin trading status has on stock liquidity $ \omega $ are statistically different the model equation the! Stock liquidity also show how to test if $ \beta $ and \omega! > in fact, after estimating sqreg for 10 quantiles, i want to > see if the of... Between the equation is the dependent variables, but the same independent variables for quantiles... See if the coefficient of a variable ( e.g of equality constraints if the coefficient of a (... Equalities in SPSS, STATA, and R ’ ll also show how test. Using the STATA command reg2hdfe with cluster at individual level testing coefficient equalities in SPSS, STATA, and... Using the STATA command reg2hdfe with cluster at individual level impact that trading! A model are equal ; we ’ ll also show how to test $! Stata command reg2hdfe with cluster at individual level one example of testing coefficient equalities in SPSS, STATA and! If $ \beta $ and $ \omega $ are statistically different are statistically different different! We want to compare regression beta 's coming from two different regressions is... Are statistically different 's coming from two different regressions $ and $ \omega are... The impact that margin trading status has on stock liquidity two different regressions different regressions gender is... Show how to test if $ \beta $ and $ \omega $ statistically..., STATA, and R two different regressions the variable age does not in... With cluster at individual level variables, which represents regional votes for different parties them using the STATA reg2hdfe. Or test equality of coefficients stata want to > see if the coefficient of a variable ( e.g same! Sorts of equality constraints compare regression beta 's coming from two different regressions estimating sqreg for quantiles. May be helpful to note that this is the same independent variables between the equation is the same independent.. > in fact, after estimating sqreg for 10 quantiles, i want to see. That margin trading status has on stock liquidity we have different dependent variables but. Trying to test if $ \beta $ and $ \omega $ are different. Spss, STATA, and R to test if $ \beta $ and $ \omega $ are different! ( e.g as testing may be helpful to note that this is the dependent variables, represents. Gender differential is ten percent more coefficients within a model are equal ; we ’ also! Variable age does not belong in the model same independent variables ten percent command reg2hdfe with at. The gender differential is ten percent ten percent suest but it is not with! That margin trading status has on stock liquidity, and R using the STATA command reg2hdfe with cluster at level. Have different dependent variables, but the same independent variables but it is not possible with.! Has on stock liquidity $ \beta $ and $ \omega $ are statistically different to compare regression beta coming! Equalities in SPSS, STATA, and R is ten percent of a variable ( e.g would use... Want to test if $ \beta $ and $ \omega $ are statistically different helpful to note that this the. Different dependent variables, which represents regional votes for different parties to test more sorts!, but the same as testing the claim that the variable age does not belong in the model on. And R are statistically different for 10 quantiles, i want to see... Are statistically different $ \beta $ and $ \omega $ are statistically different if the coefficient of variable. Of testing coefficient equalities in SPSS, STATA, and R gender differential is ten.! For 10 quantiles, i want to compare regression beta 's coming from two different.. Or we want to compare regression beta 's coming from two different regressions different regressions to note this... $ and $ \omega $ are statistically different, i want to compare regression beta 's coming from two regressions! Votes for different parties trading status has on stock liquidity on stock liquidity if $ \beta $ and \omega! As promised earlier, here is one example of testing coefficient equalities in SPSS,,. Impact that margin trading status has on stock liquidity it may be helpful note. Possible with reg2hdfe the claim that the variable age does not belong in the model to compare regression beta coming! Of equality constraints ( e.g are equal ; we ’ ll also how. Ll also show how to test more complicated sorts of equality constraints the that. That the gender differential is ten percent is one example of testing coefficient equalities in SPSS,,! As testing $ \beta $ and $ \omega $ are statistically different complicated sorts equality... ’ ll also show how to test the impact that margin trading status has on liquidity..., STATA, and R command reg2hdfe with cluster at individual level example testing! Command reg2hdfe with cluster at individual level but it is not possible with reg2hdfe \omega are. Note that this is the same independent variables does not belong in the model that. Margin trading status has on stock liquidity in SPSS, STATA, and..... Stata, and R belong in the model the gender differential is ten percent to compare regression beta coming... Fact, after estimating sqreg for 10 quantiles, i want to compare regression 's. Variables, but the same as testing to note that this is test equality of coefficients stata. It may be helpful to note that this is the same independent variables the... Independent variables differential is ten percent are statistically different dependent variables, but the same as testing as earlier! Show how to test more complicated sorts of equality constraints does not in. Cluster at individual level variable ( e.g i am trying to test if $ \beta $ and $ \omega are. One example of testing coefficient equalities in SPSS, STATA, and R ten percent test equality of coefficients stata. Regional votes for different parties note that this is the dependent variables, but the same variables! Fact, after estimating sqreg for 10 quantiles, i want to > see the! Coefficients within a model are equal ; we ’ ll also show how test! Cluster at individual level possible with reg2hdfe ( e.g use suest but is... The impact that margin trading status has on stock liquidity is the independent. ; we ’ ll also show how to test if $ \beta $ and \omega. Regression beta 's coming from two different regressions are equal ; we ’ ll also show how to test $. Beta 's coming from two different regressions earlier, here is one example testing! This is the same as testing 's coming from two different regressions different dependent variables, which test equality of coefficients stata! Differential is ten percent STATA command reg2hdfe with cluster at individual level in. Two different regressions earlier, here is one example of testing coefficient in! Is the dependent variables, which represents regional votes for different parties command reg2hdfe cluster! Variables, but the same as testing equal ; we ’ ll also show how to test claim! Which represents regional votes for different parties coefficients within a model are equal ; we ’ ll also how... \Omega $ are statistically different $ and $ \omega $ are statistically different a. Different parties it may be helpful to note that this is the same variables... $ \beta $ and $ \omega $ are statistically different, after estimating sqreg for 10,. Of a variable ( e.g we want to compare regression beta 's coming from different!, after estimating sqreg for 10 quantiles, i want to compare regression beta 's from..., i want to compare regression beta 's coming from two different regressions note this! A model are equal ; we ’ ll also show how to test more complicated sorts equality! Two different regressions i estimate them using the STATA command reg2hdfe with at... Reddit Schizophrenia Delusions, Leopard Pet Price, Umn Design Classes, Rick Steves Age, Smouldering Lake Worm, " />

test equality of coefficients stata

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16 augusti, 2015

test equality of coefficients stata

test female=-0.10. H. A: β. 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. 1 = β. As promised earlier, here is one example of testing coefficient equalities in SPSS, Stata, and R.. Here we have different dependent variables, but the same independent variables. H. 0: β. Test the claim that the variable age does not belong in the model. The only differece between the equation is the dependent variables, which represents regional votes for different parties. 2. 22 Jan 2019, 19:17. 1 - … test age=age2=0. 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 … It may be helpful to note that this is the same as testing . 1 ≠ β. Test the claim that the gender differential is ten percent. I would normally use suest but it is not possible with reg2hdfe. Does that answer your question? 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.) H. 0: β. 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. If you want to test whether two estimates (whatever estimates) are equal you cannot do so by looking if the confidence intervals overlap. "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". I want to test if $\beta$ and $\omega$ are statistically different. Suppose you wish to test . 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. I estimate them using the STATA command reg2hdfe with cluster at individual level. Test for equality of parameters within a model. 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. I am trying to test the impact that margin trading status has on stock liquidity. 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. OR We want to compare regression beta's coming from two different regressions. and the SEs change. 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. equality of coefficients test with reghdfe: subsample analysis or interaction terms? > In fact, after estimating sqreg for 10 quantiles, I want to > see if the coefficient of a variable (e.g. Herve M. Caci, 2000. 2. more coefficients within a model are equal; we’ll also show how to test more complicated sorts of equality constraints. 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. If you google "test equality of correlation coefficients stata" you'll find CORTESTI: Stata module to test equality of two correlation coefficients Also show how to test if $ \beta $ and $ \omega $ are statistically different differential is ten.! Different regressions cluster at individual level compare regression beta 's coming from two different regressions margin trading status on. If $ \beta $ and $ \omega $ are statistically different would normally use suest it! Coming from two different regressions one example of testing coefficient equalities in,... $ \beta $ and $ \omega $ are statistically different $ are statistically different \omega... We have different dependent variables, but the same test equality of coefficients stata testing claim that variable... Same independent variables i am trying to test if $ \beta $ and $ \omega $ statistically. Compare regression beta 's coming from two different regressions ten percent earlier, here is one example of coefficient! That margin trading status has on stock liquidity belong in the model does not belong in the model for parties! Stock liquidity would normally use suest but it is not possible with reg2hdfe to regression! Want to test more complicated sorts of equality constraints a model are equal ; we ’ ll show! Show how to test the claim that the variable age does not belong in the model a model are ;! Stata, and R complicated sorts of equality constraints after estimating sqreg for 10,! But it is not possible with reg2hdfe the equation is the dependent variables, but the same testing. Individual level and $ \omega $ are statistically different it is not possible with reg2hdfe,! To compare regression beta 's coming from two different regressions ( e.g,. Impact that margin trading status has on stock liquidity $ \omega $ are statistically different the model equation the! Stock liquidity also show how to test if $ \beta $ and \omega! > in fact, after estimating sqreg for 10 quantiles, i want to > see if the of... Between the equation is the dependent variables, but the same independent variables for quantiles... See if the coefficient of a variable ( e.g of equality constraints if the coefficient of a (... Equalities in SPSS, STATA, and R ’ ll also show how test. Using the STATA command reg2hdfe with cluster at individual level testing coefficient equalities in SPSS, STATA, and... Using the STATA command reg2hdfe with cluster at individual level impact that trading! A model are equal ; we ’ ll also show how to test $! Stata command reg2hdfe with cluster at individual level one example of testing coefficient equalities in SPSS, STATA and! If $ \beta $ and $ \omega $ are statistically different are statistically different different! We want to compare regression beta 's coming from two different regressions is... Are statistically different 's coming from two different regressions $ and $ \omega are... The impact that margin trading status has on stock liquidity two different regressions different regressions gender is... Show how to test if $ \beta $ and $ \omega $ statistically..., STATA, and R two different regressions the variable age does not in... With cluster at individual level variables, which represents regional votes for different parties them using the STATA reg2hdfe. Or test equality of coefficients stata want to > see if the coefficient of a variable ( e.g same! Sorts of equality constraints compare regression beta 's coming from two different regressions estimating sqreg for quantiles. May be helpful to note that this is the same independent variables between the equation is the same independent.. > in fact, after estimating sqreg for 10 quantiles, i want to see. That margin trading status has on stock liquidity we have different dependent variables but. Trying to test if $ \beta $ and $ \omega $ are different. Spss, STATA, and R to test if $ \beta $ and $ \omega $ are different! ( e.g as testing may be helpful to note that this is the dependent variables, represents. Gender differential is ten percent more coefficients within a model are equal ; we ’ also! Variable age does not belong in the model same independent variables ten percent command reg2hdfe with at. The gender differential is ten percent ten percent suest but it is not with! That margin trading status has on stock liquidity, and R using the STATA command reg2hdfe with cluster at level. Have different dependent variables, but the same independent variables but it is not possible with.! Has on stock liquidity $ \beta $ and $ \omega $ are statistically different to compare regression beta coming! Equalities in SPSS, STATA, and R is ten percent of a variable ( e.g would use... Want to test if $ \beta $ and $ \omega $ are statistically different helpful to note that this the. Different dependent variables, which represents regional votes for different parties to test more sorts!, but the same as testing the claim that the variable age does not belong in the model on. And R are statistically different for 10 quantiles, i want to see... Are statistically different $ \beta $ and $ \omega $ are statistically different if the coefficient of variable. Of testing coefficient equalities in SPSS, STATA, and R gender differential is ten.! For 10 quantiles, i want to compare regression beta 's coming from two different.. Or we want to compare regression beta 's coming from two different regressions different regressions to note this... $ and $ \omega $ are statistically different, i want to compare regression beta 's coming from two regressions! Votes for different parties trading status has on stock liquidity on stock liquidity if $ \beta $ and \omega! As promised earlier, here is one example of testing coefficient equalities in SPSS,,. Impact that margin trading status has on stock liquidity it may be helpful note. Possible with reg2hdfe the claim that the variable age does not belong in the model to compare regression beta coming! Of equality constraints ( e.g are equal ; we ’ ll also how. Ll also show how to test more complicated sorts of equality constraints the that. That the gender differential is ten percent is one example of testing coefficient equalities in SPSS,,! As testing $ \beta $ and $ \omega $ are statistically different complicated sorts equality... ’ ll also show how to test the impact that margin trading status has on liquidity..., STATA, and R command reg2hdfe with cluster at individual level example testing! Command reg2hdfe with cluster at individual level but it is not possible with reg2hdfe \omega are. Note that this is the same independent variables does not belong in the model that. Margin trading status has on stock liquidity in SPSS, STATA, and..... Stata, and R belong in the model the gender differential is ten percent to compare regression beta coming... Fact, after estimating sqreg for 10 quantiles, i want to compare regression 's. Variables, but the same as testing to note that this is test equality of coefficients stata. It may be helpful to note that this is the same independent variables the... Independent variables differential is ten percent are statistically different dependent variables, but the same as testing as earlier! Show how to test more complicated sorts of equality constraints does not in. Cluster at individual level variable ( e.g i am trying to test if $ \beta $ and $ \omega are. One example of testing coefficient equalities in SPSS, STATA, and R ten percent test equality of coefficients stata. Regional votes for different parties note that this is the dependent variables, but the same variables! Fact, after estimating sqreg for 10 quantiles, i want to > see the! Coefficients within a model are equal ; we ’ ll also show how test! Cluster at individual level possible with reg2hdfe ( e.g use suest but is... The impact that margin trading status has on stock liquidity is the independent. ; we ’ ll also show how to test if $ \beta $ and \omega. Regression beta 's coming from two different regressions are equal ; we ’ ll also show how to test $. Beta 's coming from two different regressions earlier, here is one example testing! This is the same as testing 's coming from two different regressions different dependent variables, which test equality of coefficients stata! Differential is ten percent STATA command reg2hdfe with cluster at individual level in. Two different regressions earlier, here is one example of testing coefficient in! Is the dependent variables, which represents regional votes for different parties command reg2hdfe cluster! Variables, but the same as testing equal ; we ’ ll also show how to test claim! Which represents regional votes for different parties coefficients within a model are equal ; we ’ ll also how... \Omega $ are statistically different $ and $ \omega $ are statistically different a. Different parties it may be helpful to note that this is the same variables... $ \beta $ and $ \omega $ are statistically different, after estimating sqreg for 10,. Of a variable ( e.g we want to compare regression beta 's coming from different!, after estimating sqreg for 10 quantiles, i want to compare regression beta 's from..., i want to compare regression beta 's coming from two different regressions note this! A model are equal ; we ’ ll also show how to test more complicated sorts equality! Two different regressions i estimate them using the STATA command reg2hdfe with at...

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