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st: tests for cross-model hypotheses after xtgee
Hi everyone,
I ran 2 population-averaged panel data probit model (using xtgee,
fam(bin) link(probit)), using the same specification but using
overlapping data (1st --> full model, that is xtgee on 2001-2006
sample; and 2nd --> restricted model, that is xtgee on 2002-2006
sample). Now, I have to test if the 2 coefficients of the same
covariate are equal.
I know how to do this using the "suest" command but unfortunately it
doesn't work with xtgee...
Does anyone help me??
Thanks
Federico
--
Federico Belotti
Faculty of Economics
Department of Financial and Quantitative Economics
Tor Vergata University
tel: +39 06 7259 5624
e-mail: [email protected]
url: http://www.econometrics.it/profile.htm
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