Over on the StataList, a very helpful discussion was launched by the following question that may interest folks here:
"I have one single regression model estimating the coefficients (b) of two independent variables (both are binary dummy variables). After the regression, I would like to do a t-test which calculates the difference between the two variables' coefficients (bIV1 - bIV2) and then gives a p-value for that (i.e. p-value: bIV1 = bIV2)."
To generate a Wald test (and associated p-value), all that is needed is the test command. If, however, one wants to see magnitude (and confidence interval) of the difference between two coefficients within a model, lincom is the appropriate command. For an helpful illustration of how this command works (with output), click here.
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