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What is the test at the end of the day? A=B, or random effects vs. fixed
effects?
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Francesco
Trivieri
Gesendet: Donnerstag, 24. September 2009 15:09
An: [email protected]
Betreff: st: 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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