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st: Bootstrapping difference in coefficients of same variable between two models
From
Kristian Karlson <[email protected]>
To
[email protected]
Subject
st: Bootstrapping difference in coefficients of same variable between two models
Date
Mon, 05 Apr 2010 18:04:55 +0200
Hi,
I need to compare regression coefficients of the same variable between
two models with different control variables:
reg y x
reg y x z
I am intersted in the _difference_ between the effects of x in the two
models. I wan't to bootstrap the difference in order to obtain the
standard error of the difference. (I am aware of the Clogg et al.
AJS-1995 analytical solution for the standard error, but I need to do
the bootstrap as well).
However, I have browsed through the -bootstrap- help file and Statalist,
but I can't figure out how to do it, when the bootstrapping involves two
commands.
All the best,
Kristian
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