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Comparing coefficients across two models (same X data, but slightly different Ys)
Comparing coefficients across two models (same X data, but slightly different Ys)

Hi Stata Forum,

I am checking if there is a simple way to compare two coefficients from xtreg. Take one model as Y1 = aa + b1X1 + dummies + e1 and the other model as Y2 = a2 + b2X1 + dummies + e2, where the X1 is exactly the same in both models, but the Y1 changes slightly to become Y2. I'd like to do a statistical test of whether b1=b2. This may include saving the coefficients after xtreg and then comparing them using some sort of ttest-like command or perhaps something more complex. Any information is appreciated.

Thanks,
Dan

BJ Data Tech Solution

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Comparing coefficients across two models (same X data, but slightly different Ys)

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