Dear Statalist Members
I run a regression where I compare the the evolution of a coefficient over a time period relative to the evolution of the coefficient of an other time period. What are the coefficients of these differences?
Linear regression Number of obs = 1,456
F(15, 181) = 46.18
Prob > F = 0.0000
R-squared = 0.4522
Root MSE = .12453
(Std. err. adjusted for 182 clusters in code)
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| Robust
ln_employment_~e | Coefficient std. err. t P>|t| [95% conf. interval]
-----------------+----------------------------------------------------------------
year#c.avg_GAP_c |
2014 | -.1807587 .5320225 -0.34 0.734 -1.230523 .8690053
2015 | .0920542 .410935 0.22 0.823 -.7187851 .9028935
2016 | .7385884 .5160883 1.43 0.154 -.2797349 1.756912
2017 | .5241659 .5402929 0.97 0.333 -.5419169 1.590249
2018 | 1.125851 .6353221 1.77 0.078 -.1277395 2.379441
2019 | .8788087 .61297 1.43 0.153 -.3306774 2.088295
2020 | .8352193 .5538894 1.51 0.133 -.2576914 1.92813
|
avg_GAP_c | -6.701872 .6575281 -10.19 0.000 -7.999278 -5.404465
_cons | -.2272959 .0148515 -15.30 0.000 -.2566003 -.1979915
In this case the coefficient of 2019 vs. 2018 relative to 2014 vs. 2013 (base year in this regression) would be (0.8788087-1.125851-(-0.1807587))=-0.0662836. What would here be the standard error? Would be very thankful for your help.
Have a great day.
FĂ©lix
0 Response to Standard error of the difference of coefficients
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