Test of difference bw estimated coefficients

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Nelio
Posts: 2
Joined: Wed Jun 25, 2014 1:03 pm

Test of difference bw estimated coefficients

Postby Nelio » Wed Jun 25, 2014 1:19 pm

Hi,
I have a regression with multiple dummies. Most estimated coefficients for the dummies are significantly different from 0.
I want to test if the estimated coefficients of the dummies are signficantly different from one to another.
For instance, is the coefficient associated with Dummy1 that is positive and equals 0.2 significantly different from the coefficient associated with Dummy 2 that is positive and equals 0.6?
Does anyone have a clue of how I can test it with eViews?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Test of difference bw estimated coefficients

Postby EViews Gareth » Wed Jun 25, 2014 1:31 pm

View->Coefficient Diagnostics->Wald

Nelio
Posts: 2
Joined: Wed Jun 25, 2014 1:03 pm

Re: Test of difference bw estimated coefficients

Postby Nelio » Wed Jun 25, 2014 1:55 pm

Thanks!


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