*! version 5.0 2Aug1999
* Written by Jonah B. Gelbach, Dept of Economics, Univ of MD at College Park

program define sigdif
 version 5.0

 di "Note: This test is appropriate only if the two statistics have no covariance!" _newline

 local codif = `1' - `3'
 di "The difference between the coefs is: " _column(40) `5' `codif'

 local sedif = sqrt(`2'^2 + `4'^2)
 di "The standard error is: "  _column(40) `5' `sedif'

 local t = `codif' / `sedif'
 di "The z-statistic is: "   _column(40) `5' `t'

 if `t' > 0 {local pvalue = 2*(1 - normprob(`t'))}
  else  {local pvalue = 2*normprob(`t')}
 di "The two-sided p-value is: "   _column(40) `5' `pvalue'
end