I want o estimate the standard errors for sum of OLS coefficient. What would be the formula?
Let's say I have a model
and I want to estimate the standard errors of (b2 + b3), where b1 is coefficient on x2 and b2 on x1*x2.
How to proceed?
Let's say I have a model
Code:
reg y x1 x2 x1*x2 x3
How to proceed?
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