Daniel,
You might want to try -findit chow-, which will list several FAQ on testing
whether the coefficients of one group equal another.
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Daniel Hoechle
> Sent: Saturday, April 08, 2006 3:12 AM
> To: [email protected]
> Subject: st: RE: RE: xtreg and suest
>
> Scott
>
> 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?
>
> Thanks again.
>
> Kind regards,
> Daniel
>
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