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To Compare the Slope Coefficient from the California School Data

Question 63

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To compare the slope coefficient from the California School data set with that of the Massachusetts School data set,you run the following two regressions: To compare the slope coefficient from the California School data set with that of the Massachusetts School data set,you run the following two regressions:   CA = 2.35 - 0.123×STRCA (0.54)(0.027) n = 420,R2 = 0.051,SER = 0.98   MA = 1.97 - 0.114×STRMA (0.57)(0.033) n = 220,R2 = 0.067,SER = 0.97 Numbers in parenthesis are heteroskedasticity-robust standard errors,and the LHS variable has been standardized. Calculate a t-statistic to test whether or not the two coefficients are the same.State the alternative hypothesis.Which level of significance did you choose? CA = 2.35 - 0.123×STRCA
(0.54)(0.027)
n = 420,R2 = 0.051,SER = 0.98 To compare the slope coefficient from the California School data set with that of the Massachusetts School data set,you run the following two regressions:   CA = 2.35 - 0.123×STRCA (0.54)(0.027) n = 420,R2 = 0.051,SER = 0.98   MA = 1.97 - 0.114×STRMA (0.57)(0.033) n = 220,R2 = 0.067,SER = 0.97 Numbers in parenthesis are heteroskedasticity-robust standard errors,and the LHS variable has been standardized. Calculate a t-statistic to test whether or not the two coefficients are the same.State the alternative hypothesis.Which level of significance did you choose? MA = 1.97 - 0.114×STRMA
(0.57)(0.033)
n = 220,R2 = 0.067,SER = 0.97
Numbers in parenthesis are heteroskedasticity-robust standard errors,and the LHS variable has been standardized.
Calculate a t-statistic to test whether or not the two coefficients are the same.State the alternative hypothesis.Which level of significance did you choose?

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H0: β1,CA = β1,MA;H1: β1,CA ≠ β1,MA;t = ...

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