st: Testing coefficients across models

[John Antonakis <john.antonakis@unil.ch>]

Hi:

I am estimating two models as follows:

Model 1:
ivreg2 y1 (x1 = z1 z2)

Model 2:
ivreg2 y2 (x2 = q1 q2)

I would like to test a joint test, across the two models, as follows:

test (x1 = .8) (x2 = .6), mtest (b)

So, I want to accumulate tests across the models.

Any ideas?

Best,
J.

--
____________________________________________________

Prof. John Antonakis, Associate Dean 
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

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Fax ++41 (0)21 692-3305

Faculty page:
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Personal page:
http://www.hec.unil.ch/jantonakis
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