Dear Stata experts,
I have below comments from one referee for my paper, can someone guide me how to test whether the two variables are 2 standard deviation different from each other in stata?
"The author points to some effects that are positive or negative — but the issue is not the difference between the effect and zero but between one effect and the other. So, say for one income level the effect is 0.005 and for another it is something else like -0.001. The real question is not whether one of these is significantly different from zero at 5% but whether the two coefficients are 2 standard deviations different from each other. If the SE of one variable is large, this may not be the case even if one coefficient is very significant. Here we are less interested in whether either coefficient is different from zero and much more interested in whether one coefficient is different from the other at any real level of significance."
My income level is a category variable with 7 levels, my dependent variable is loan default. This questions is about regression result of a logit model.
Thank you very much in advance.
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