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B1X2: Stata module to account for changes when X2 is added to a base model with X1

Author

Listed:
  • Jonah Gelbach

    (University of Arizona)

Programming Language

Stata

Abstract

b1x2 runs a "base" regression, runs a "full" regression with an additional regressor, and computes both the difference in the coefficent estimates for x1all (including the constant) and a consistent estimate of the asymptotic covariance matrix for this difference.

Suggested Citation

  • Jonah Gelbach, 2014. "B1X2: Stata module to account for changes when X2 is added to a base model with X1," Statistical Software Components S457814, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457814
    Note: This module should be installed from within Stata by typing "ssc install b1x2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/b/b1x2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/b1x2.sthlp
    File Function: help file
    Download Restriction: no
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