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I have a set of observations. When I do an OLS I get a $\beta$. After I remove some values I also get a $\beta$. Now I want to test if the properties of two betas are the same? Please give me a hint how to do that?

Scortchi - Reinstate Monica
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Le Max
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    I think [this](http://stats.stackexchange.com/questions/55501/test-a-significant-difference-between-two-slope-values) is gonna help you. An maybe [this](http://stats.stackexchange.com/questions/59327/how-to-compare-two-regression-slopes-for-one-predictor-on-two-different-outcomes/59331#59331) too. – COOLSerdash May 23 '13 at 08:46

1 Answers1

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What exactly are you trying to find out? One way to approach this would be to look at the problem differently: Simply add a predictor (0 for regular observations, 1 for observations you would remove) and estimate/test the interaction between this new predictor and the other term of interest.

Gala
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