Dear Stata users,

My regression looks as follows: y = x0 x1 x2 x3 x4 x5

Where x4 = x3 * dummy (indicating top quartile) and x5 = x3 * dummy (indicating bottom quartile)
I follow the methodology by Easterwood & Nutt (1999) where they sum up the coefficients to get the total effect of the top (x3 + x4) and bottom (x3+x5) quartiles.
I don't know how to compute the significance levels of these combined coefficients though.

All help is greatly appreciated!

Kind regards,

Frank