Hi: I'm jot sure if it's exactly what you want but check out Hotelling's
paper from 1940. It
should be in the archives because I answered this question before ( not
from you ).
If you can't find it, I'll find the title .... actually, here's the title:

Hotelling, The Selection of Variates For Use in Prediction with Some
Comments on the
General Problem of Nuisance Parameters", Annals of Mathematical Statistics,
11,
271-283.




On Wed, Mar 14, 2012 at 11:21 AM, Michael <comtech.usa@gmail.com> wrote:

> How to test the statistical significance of the difference of two
> univariate Linear Regression betas?
>
> Hi all,
>
> There are two samples of data: D1 and D2.
>
> On data D1 we do a univariate Linear Regression and get the coefficient
> beta1.
>
> On data D2 we do a univariate Linear Regression and get the coefficient
> beta2.
>
> How do I test the statistical significance of (beta1-beta2)?
>
> Could you please recommend packages/commands in R for doing this?
>
> Thanks a lot!
>
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>
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