Test of Difference

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Test of Difference

Postby adarshad » Wed May 29, 2024 7:17 pm

I have run a regression, where I estimated effect of two independent variables A and B on an outcome variable C. How can I compare the regression coefficients of A and B to estimate whether the effect of A is greater or whether B has a stronger impact on C and whether both coefficients obtained are significantly different from each other so that I can assume that both independent variables have differing impacts on the outcome variable.

Can you Help in this regard?

Non-normality and collinearity are NOT problems!
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Re: Test of Difference

Postby startz » Thu May 30, 2024 1:54 pm

Test whether coef_A - coef_b =0 using a Wald test.

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