I would like to test for differences in multiple sets of coefficients in a regression. I know how to do this. Here is an example and code:
Code:
sysuse auto, clear reg price weight length displacement mpg test weight length outreg2 using T1.doc, tstat bracket label addstat(P-Value (Weight=Length), `r(p)') replace reg price weight length displacement mpg test weight mpg outreg2 using T1.doc, tstat bracket label addstat(P-Value (Weight=MPG), `r(p)')
What I would like to do (and don't know how to do) it to combine the "addstat" tests for differences in coefficients into the same/first column. I would like the second to last row of the first (and only) column to be P-Value (Weight=Length) and the last row of the first (and only) column to be P-Value (Weight=MPG).
Any help is greatly appreciated. Thanks in advance.
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