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Hypothesis testing assesses whether data are inconsistent with a given hypothesis (usually a null hypothesis of no effect).
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How to test equality constraint in two equations using two different datasets
I have two equations to estimate on two different datasets.I want to test if the coefficient for x are the same. The two equations are
$Y_{1t} = \alpha_{11}*X_{1t}+ \alpha_{12} * X_{2t} $ and $Y …