Test of Difference of coefficients

[aaati ali]

Sir
I have run a regression, where I estimated effect of two independent variables A and B on an outcome variable C. How can I compare the regression coefficients of A and B to estimate whether the effect of A is greater or stronger on the outcome variable or B has a stronger impact on C and whether both coefficients obtained are significantly different from each other so that I can assume that both independent variables have differing impacts on outcome variable.

Can you Help in this regard

[Andrew Musau]

You do not show your command. See

help suest

if the estimator is supported.

[Richard Williams]

Are A and B measured in the same metric, e.g. are both measured in dollars? Or are they measured very differently? If both are measured in the same way, then

test A = B

will answer your last question.

If A and B are measured very differently, you might consider X standardization. See

https://www3.nd.edu/~rwilliam/xsoc73994/L04.pdf

[Andrew Musau]

Richard Williams is correct here. I somehow read that the coefficients were from separate regressions, in which case suest is helpful.

[Carlo Lazzaro]

Aaati:
Stata has different -regress postestimation- helpful commands to check what you're interested in:

. use "C:\Program Files\Stata18\ado\base\a\auto.dta"
(1978 automobile data)

. regress price trunk mpg

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(2, 71)        =     10.14
       Model |   141126459         2  70563229.4   Prob > F        =    0.0001
    Residual |   493938937        71  6956886.44   R-squared       =    0.2222
-------------+----------------------------------   Adj R-squared   =    0.2003
       Total |   635065396        73  8699525.97   Root MSE        =    2637.6

------------------------------------------------------------------------------
       price | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
       trunk |   43.55851   88.71884     0.49   0.625    -133.3418    220.4589
         mpg |  -220.1649   65.59262    -3.36   0.001    -350.9529    -89.3769
       _cons |   10254.95   2349.084     4.37   0.000      5571.01    14938.89
------------------------------------------------------------------------------

. test mpg trunk

 ( 1)  mpg = 0
 ( 2)  trunk = 0

       F(  2,    71) =   10.14
            Prob > F =    0.0001

. help lincom

. lincom mpg-trunk

 ( 1)  - trunk + mpg = 0

------------------------------------------------------------------------------
       price | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
         (1) |  -263.7234    73.5159    -3.59   0.001    -410.3099   -117.1368
------------------------------------------------------------------------------

.

From the pedantic corner, please note that deciding not to stick with FAQ recommendation about posting what you typed and what Stata gave you back led astray interested readers.
Please help interested listers help you out! Thanks.