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st: Re: xtreg and suest
I was going to suggest the fully-interacted-dummy approach, but Dan
beat me to it.
If you want to allow for heteroskedasticity in this context, why not
use xtgls?
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
On Apr 9, 2006, at 2:33 AM, statalist-digest wrote:
Thanks a lot for your suggestion. Your method seems to work well
for the
coefficients of the variables but not for the intercepts which is
what I
am really interested in. Because I am quite sure that the variance of
the two groups is not equal and since the Hausman test is indefinite I
would like to estimate two different models and compare the intercepts
of the two models. Is there a way to do that? Furthermore, is it
possible to generalize your approach for more than two groups of
individuals?
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