my question is
If I have 2 independent variables INVAR1 and INVAR2
and the result was significant at 1% for INVAR1 but significant at 5% (or 10%) for INVAR2, can I say that INVAR1 affect more on the dependent var than INVAR2 ?
(note: INVAR1 and INVAR2 were test on different equations but they are a proxy for one thing and other variable in equation is the same)
e.g INVAR1 is long-term debt and INVAR2 is short-term debt
dependent var is performance
so can I say: long-term debt affect on performance more than short-term debt?
If i have understood you correctly no. Just because relationship A is significantly different from zero but relationship B is not does not mean relationship A is significantly different from relationship B. You will need to test this using something like a Wald test.