st: using estimate store + suest+test to compare regression coefficients between two samples, how to adjust for clustering

["Qian, Yiming" <yiming-qian@uiowa.edu>]

Dear Statalist,

I use "estimates store + suest + test" to compare regression coefficients between two samples.  It works fine until I tried to adjust clustering in the regressions. Below are detailed description of the problem. Is there a way to can get around this problem using "suest" or some alternative commands?

I ran the same regression for two groups (male vs. female):
Y = a1*x1 + a2*x2 + a3*x3 + ....
I want to test:
1.      The joint hypothesis that a1 and a2 are the same b/w the two groups.
2.      The hypothesis that a1/a2 is the same b/w the two groups.


The following stata codes work fine:  
reg y x1 x2 x3 x4 if female==0
estimates store male
reg y x1 x2 x3 x4 if female==1
estimates store male
suest male female
test ([male_mean]_b[x1] = [female_mean]_b[x1]) ([male_mean]_b[x2] = [female_mean]_b[x2])
testnl [male_mean]_b[x1]/[male_mean]_b[x2] = [female_mean]_b[x1]/[female_mean]_b[x2])

However, if I add cluster() to the two regressions, I got error messages.  
reg y x1 x2 x3 x4 if female==0, cluster(family)
estimates store male
reg y x1 x2 x3 x4 if female==1, cluster(family)
estimates store male
suest male female

The error message is:
"male was estimated with cluster(family). 
re-estimate without the cluster() option, and 
specify the cluster() option with suest.
r(322);"


Thank you very much!
Yiming Qian






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