--- Wencke Gwozdz <[email protected]> wrote:
> I wonder if there is any possibility comparing regression
> coefficients of coss-sectional and panel analysis. The aim is to show
> that both coefficients for a dependent variable are different.
>
> So far, I estimated an OLS regression and a fixed-effect regression
> including the same variables, resulting in lower coefficients within
> the fixed-effect model as we did expect. (the data set and the sample
> is absolutely the same.)
>
> I know that it is possible to test if coefficients are equal by
> combination of the "suest" and "test" command. But this does not work
> with cross-sectional and panel regressions together.
>
> Does anyone know if there exists such a test? Is it realizable within
> Stata?
One take on this is is to look at the entire model. Than the answer is
yes, and it is actually in the standard output of -xtreg- with with the
-fe- option: At the bottom of the output you see a line that starts
with "F test that all u_i=0". When all the fixed effects are zero the
fixed effects model collapses to a normal regression, so this test
compares the fixed effects model with the OLS model.
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
__________________________________________________________
Sent from Yahoo! Mail - a smarter inbox http://uk.mail.yahoo.com
*
* 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/
