Dear all,
I am a new user of Stata. I am running binary logit
regressions on panel data, with random effects. I run
the same regression for two samples. I would like to
test if the regression coeeficient on one of the
variables is equal in these two regressions. I was
informed by Stata Tech Support that there is no
command in Stata to do this test. I have provided more
details of my problem below and I would truly
appreciate your help regarding this test.
The sample consists of yearly observations for several
companies in 20 countries. In the regressions, the
dependent variable is a binary variable. So, I am
running binary logit regressions. I am also
implementing country random effects in these
regressions. The commands I use are:
iis country
xtlogit Y X1 X2 X3 X4, re
Of course, the Panel ID Variable is �country� and it
ranges from 1 to 20. "Y� is a binary dependent
variable, and X1 through X4 are five independent
variables.
I divide the 20 countries in my sample into two groups
based on some criteria. For example, one group could
be 5 European countries and the other group could be
15 non-European countries. I run the binary logit
regression with country random effects separately for
each group. I want to know how I test in Stata if the
regression coefficient for one of the independent
variables (say, X3) is equal or not for the two
groups.
I would really appreciate it if someone could please
help me with the above. Thanks very much.
Tim
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