Hi Erasmo:
One solution may be to create an indicator variable (for the groups)
that you interact with your variables of interest? A significant
interaction indicates that the coefficients are not the same across the
two groups.
HTH,
John.
____________________________________________________
Prof. John Antonakis
Associate Dean
Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
____________________________________________________
On 30.03.2009 17:06, Erasmo Giambona wrote:
Dear Statalist,
I am fitting the same exact model to two different samples using
xtivreg2. I would like to test whether the coefficients on the
endogenous variables are statistically different from each other
across the two groups.
I understand that this test can be performed with suest after regress,
but suest does not work after xtivreg2.
I would appreciate any suggestions on how I could perform this test in
this case.
Regards,
Erasmo
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