Hi Vishal, I had a question related to this and I really appreciate your help. I have a situation where I have 2 equations Y1 = B1 + B1X + .... Y2 = B2 + B2X+ ..... as you note the dependent variables are different (Y1 and Y2) while the independent variables in question (X) is the same. I have run regressions and have their respective test statistics and betas for the 2 equations Here, I want to claim that B1X is significantly different from B2X in the second equation and after going through this post, I am using the formula Chi Sq = [(B1X - B2X) / (S.E.1 - S.E.2)] ^2 Is this correct? If you could direct me to a paper or book that talks about this, I would really appreciate that. Thanks a lot!
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