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help for ^sigdif^                                               
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Computing difference z-statistics given two independent statistics
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Syntax
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    ^sigdif^ ^beta1^ ^sigma1^ ^beta2^ ^sigma2^ ^format^

Description
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^sigdif^ computes the difference and its standard error for
comparisons between two statistics, assumed to be independent, given
their standard errors.


For example:


. sigdif .019 .005 .008 .003

The difference between the coefs is:   .011
The standard error is:                 .00583095
The z-statistic is:                    1.8864844
The two-sided p-value is:              .0592297


You can include a formatting command as a fifth argument:


. sigdif .019 .005 .008 .003 %5.2f

The difference between the coefs is:    0.01
The standard error is:                  0.01
The z-statistic is:                     1.89
The two-sided p-value is:               0.06

. sigdif .019 .005 .008 .003 %5.3f

The difference between the coefs is:   0.011
The standard error is:                 0.006
The z-statistic is:                    1.886
The two-sided p-value is:              0.059