Hi!
I want to test the equality of regression coefficients that are
generated after running two different TOBIT models estimated for
males, on one hand, and for females on the other hand.
I am aware of the 'suest' command; it works after regress or probit,
for example, but it does not work after TOBIT. Could you please
explain the reason why the 'suest' command does not work after a TOBIT
regression? And then, how can I test for the equality of the
coefficients after fitting two TOBIT models on two different samples?
In addition, I can test the equality of the coefficients including
interaction terms between the gender variable and each explanatory
variable using the whole sample (males and females). Is there a
difference between this procedure and the 'suest' command?
THANKS A LOT!
Maria
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