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  • compare betas of two different regression analyses

    Hi
    I ran two different OLS regressions as follows:
    reg Y1 X1 + X2
    reg Y2 X1 + X2

    beta coefficient of X1 from my first regression is 0.06 and from second regression is 0.01. I want to know whether these two beta coefficients are statistically different. is it possible to do that? also is it possible to test whether in fact beta coefficient of X1 is my first equation is larger than the second? thanks

  • #2
    How about something like this?

    Code:
    * http://www.ats.ucla.edu/stat/stata/dae/mvreg.htm
    use http://www.ats.ucla.edu/stat/stata/dae/mvreg, clear
    mvreg locus_of_control self_concept motivation = c.read c.write c.science prog
    mvreg, coeflegend
    
    lincom _b[locus_of_control:read] - _b[self_concept:read]
    lincom _b[locus_of_control:read] - _b[motivation:read]
    lincom _b[self_concept:read] - _b[motivation:read]
    --
    Bruce Weaver
    Email: [email protected]
    Version: Stata/MP 18.5 (Windows)

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