st: test of coefficients across OLS and fixed effect regressions

[Jackie Wang <jackie_python@yahoo.ca>]

Hi, Guys,

Look at the following regression:
Yij = a0 + a1*X1ij + a2*X2ij+eij
where 'j' indicates households and 'i' indicates
individuals in the household. I run this regression
using OLS and household fixed effect methods. The
commands are:

reg Y X1 X2;
xtreg Y X1 X2, fe i(id);

My question is, how can I test in stata whether the
coefficient on X1, i.e. a1, in these two regressions
are the same? (Can I test whether a1 is greater in the
fixed effect than in the OLS?)

Thank you.

Jackie



      Be smarter than spam. See how smart SpamGuard is at giving junk email the boot with the All-new Yahoo! Mail at http://mrd.mail.yahoo.com/try_beta?.intl=ca


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/