I want to perform a Wald test using a regression that looks like this one from a paper of Toolsema and Jacobs (2007):
Array
My problem is that I do not exactly know how to format the regression in such a way that Stata can perform the Wald test. What I am doing is using a dummy to separate the positive from the negative values. However, in that case you get output that looks something like this:
Array
With this output it does not seem possible to perform the Wald test to compare the cases that the dummy is 0 or 1. Does any of you have an idea to do the regression in such a way that the Wald test can be performed (testing that + (a4) is different from - (a5)).
Thank you in advance,
Danny
Array
My problem is that I do not exactly know how to format the regression in such a way that Stata can perform the Wald test. What I am doing is using a dummy to separate the positive from the negative values. However, in that case you get output that looks something like this:
Array
With this output it does not seem possible to perform the Wald test to compare the cases that the dummy is 0 or 1. Does any of you have an idea to do the regression in such a way that the Wald test can be performed (testing that + (a4) is different from - (a5)).
Thank you in advance,
Danny