<>
" Martin: Thanks again for telling me about the suest option"
You are welcome and thanks for the flowers :-)
" I am not sure if it will work with the RE option". Just check:
*************
webuse nlswork, clear
generate age2 = age^2
generate ttl_exp2 = ttl_exp^2
generate tenure2 = tenure^2
generate byte black = race==2
xtset idcode
xtreg ln_w grade age* ttl_exp* tenure* not_smsa south if black, re
estimates store first
xtreg ln_w grade age* ttl_exp* tenure* not_smsa south if !black, re
estimates store second
suest first second
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Jason Dean, Mr
Gesendet: Montag, 23. März 2009 16:44
An: [email protected]
Betreff: st: RE: cross-model hypothesis test
I actually just used suest for an ordered logit model and it worked great.
I am not sure if it will work with the RE option, however, you can run each
model separetly (pooled OLS) and then use the VCE(cluster) option with
suest. This will give you the appropriate standard errors for pooling
individuals over time.
Hope this helps..
Martin: Thanks again for telling me about the suest option
Jason
________________________________________
From: [email protected]
[[email protected]] On Behalf Of Joshua A Shindell
[[email protected]]
Sent: Monday, March 23, 2009 11:29 AM
To: [email protected]
Subject: st: cross-model hypothesis test
Hello,
I am looking for a method to perform cross-model hypothesis tests of
regression coefficients. I understand that the command "suest" is designed
for this purpose, but does not work when xtreg with the re option is the
estimation method used.
Thank you for any suggestions,
Joshua A. Shindell
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