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  • How to test compare the magnitude of coefficients split sample analysis

    Hello, everyone,

    I have a question on comparing coefficients from two regressions --- whether the magnitude of the two coefficients are statistically different from each other.

    If one gender benefits from a treatment (i.e., positive coefficient in split sample), but the other gender suffers from it (i.e., negative coefficient in split sample), then how can we test a hypothesis that the absolute value of the negative coefficient is bigger than the absolute value of the positive coefficient?

    What test do we need to run? And how to do it in Stata?

    Thank you for your help!

  • #2
    Code:
    help suest

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    • #3
      Originally posted by Andrew Musau View Post
      Code:
      help suest
      Thank you, Andrew!

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