"Similar" can mean many things; presumably these depvars are identically
scaled, and assumed to have approximately the same distribution.
Also, when you say you want to test coefficients, presumably you
want to test whether the coefficients for the same indvar differ
between the two models.
If this describes your problem, *and* if the two models have identical
specification of the RHS then you may want to look at -mvreg- and -test-
thereafter.
HTH,
Jeph
Robert wrote:
Hi List,
I'm trying to find a way to test coefficients of common variables
between two different regressions. I have two similar regressions,
however the dependent variables are different, though similar. I'm
interested in testing the independents common to both. I've found info
on Chow tests, but what I've found is used when the dependent variable
is the same for both (all) regressions.
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