Independent Samples t-Test - Comparing Two Coefficients

Where ${\hat{β}}_{1}$ and ${\hat{β}}_{1}$ are two coefficients and $n_{1}$ , $n_{2}$ are their effective sample sizes and $s e_{1}$ and $s e_{2}$ are their standard errors, the test statistic is:

$t = \frac{{\hat{β}}_{1} - {\hat{β}}_{2}}{\sqrt{s e_{1}^{2} + s e_{2}^{2}}}$ ,

where:

p = 2 \Pr (t_{v} \geq | t |)

,

v = \frac{(s e_{1}^{2} + s e_{2}^{2})^{2}}{s e_{1}^{4} / (n_{1} - b) + s e_{2}^{4} / (n_{2} - b)}

,

b =

Bessel's correction.

Independent Samples t-Test - Comparing Two Coefficients

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