Hi al, I am looking for a R command to test the difference of two linear regressoon betas.
Lets say I have data x1, x2...x(nï¼1). beta1 is obtained from regressing x1 to xn onto 1 to n. beta2 is obtained from regressing x2 to x(nï¼1) onto 1 to n. Is there a way in R to test whether beta1 and beta2 are statistically different? Thanks a lot! [[alternative HTML version deleted]]
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