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st: Fw: testing across different sub-samples
----- Original Message -----
From: "Francesco Trivieri" <[email protected]>
To: <[email protected]>
Sent: Thursday, September 24, 2009 3:08 PM
Subject: testing across different sub-samples
Dear Martin,
thank you again for your answer. I thought about using a Hausman test, but
I couldn't figure out how to actually implement it in stata for my case.
Please find below a more detailed description of my problem:
I am estimating the following model
xtreg y b1x1 b2x2 b2x3 b4x4 b5x5 (fe or re)
on two different sub-samples (A and B), which can be individuated by a
dummy D. In both cases, I compute an index given by the sum of the first
three coefficients (b1+b2+b3). Then I need to assess whether the two
indexes from the two sub-samples are statistically different. In other
words, I need to test whether (b1+b2+b3) in A = ( b1+b2+b3) in B.
Best regards
Francesco
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