I have a question about hypothesis testing in ordinary least squares regressions. I have 4 OLS regression coefficients and I know each of their standard errors. They are b1, b2, b3, and b4.
What I am trying to figure out is if (b1-b2) - (b3-b4) is statistically significant from zero. Does that make sense? I have been able to find sources saying how to test whether the difference between to coefficients is significant, but I am trying to test whether the difference between the difference in 4 coefficients is significant. Let me know if I need to explain this better! I really appreciate the help,