differences between two coefficients

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pollie
Posts: 1
Joined: Mon Dec 20, 2010 2:33 am

differences between two coefficients

Postby pollie » Mon Dec 20, 2010 2:53 am

Hello,

I have a question regarding panel data analysis with random effects

I’m testing two organizational forms(Mutual,Stock) and their reaction to performance (ROE) to a period of crisis(crisis)

I have done the following regression:

ROE = c mutual mutual*crisis stock*crisis size multiline

And got the following outcomes:

Variable Coefficient Std. Error t-Statistic Prob.


MUTUAL 0.065184 0.058117 1.121587 0.2622
STOCK*CRISIS 0.066529 0.047358 1.404808 0.1603
MUTUAL*CRISIS -0.036998 0.056897 -0.650251 0.5156
SIZE 0.071696 0.010449 6.861317 0.0000
MULTILINE - 0.183000 0.050768 -3.604611 0.0003
C -0.064592 0.104256 -0.619552 0.5356


Now I want to check whether B=a (stock*crisis = mutual*crisis)
So, if the differences between the performance of stock form in crisis and the performance of mutual form in crisis are significant

Is this possible? and how?

Thanks in advance for your help,

Pollie

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