How to get the t-statistics and P-value for a sum of multiple coefficients

[suyi mcmaster]

Dear Statalist,

This screenshot is from the paper Gomez, M., Landier, A., Sraer, D., & Thesmar, D. (2021). Banks’ exposure to interest rate risk and the transmission of monetary policy. Journal of Monetary Economics, 117, 543–570. https://doi.org/10.1016/j.jmoneco.2020.03.011. I wonder how to get the t-statistics and P-value for a sum of multiple coefficients, like in this study, it sum the five coefficients from α0 to α4. Thanks!

[Andrew Musau]

I wonder how to get the t-statistics and P-value for a sum of multiple coefficients, like in this study, it sum the five coefficients from α0 to α4.

See

help lincom

[suyi mcmaster]

See

help lincom

Thanks Andrew! A follow-up question, how can I add the two-way cluster standard error using stata?