Hello,
I would like to test if two coefficients are significantly different from one another.
Does anyone know how I can do this?
Take the following example: the data generating process is the following
y= x+z+e
y is my dependent variable
x is my main regressor of interest
z is a control and
e is the error term.
Unfortunately, I do not have an exact measure of x. Rather in my dataset I have x1, that is x measured by subject 1, and x2 that is x measured by subject 2.
For reason of design, I cannot combine x1 and x2 into a single variable.
Hence I can estimate the following regression
y=x1+z
and
y=x2+z
I want to test whether the coefficients of x1 and x2 are significantly different from one another. Does anyone know how to do this?
this is an example built from the auto.dta dataset
how can I test the difference between x1 and x2?
thanks a lot in advance for your help
Best
I would like to test if two coefficients are significantly different from one another.
Does anyone know how I can do this?
Take the following example: the data generating process is the following
y= x+z+e
y is my dependent variable
x is my main regressor of interest
z is a control and
e is the error term.
Unfortunately, I do not have an exact measure of x. Rather in my dataset I have x1, that is x measured by subject 1, and x2 that is x measured by subject 2.
For reason of design, I cannot combine x1 and x2 into a single variable.
Hence I can estimate the following regression
y=x1+z
and
y=x2+z
I want to test whether the coefficients of x1 and x2 are significantly different from one another. Does anyone know how to do this?
this is an example built from the auto.dta dataset
Code:
sysuse auto.dta rename price y rename gear_ratio x1 rename weight z gen x2 = log(x1)*3 keep y x1 x2 z reg y x1 z,robust eststo est_x1 reg y x2 z,robust eststo est_x2
how can I test the difference between x1 and x2?
thanks a lot in advance for your help
Best
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