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Re: st: Testing coefficients across models


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: Testing coefficients across models
Date   Tue, 27 Apr 2010 11:20:23 -0400

John Antonakis <[email protected]> :
Testing across models is usually done with -suest-, but see e.g. this thread:
http://www.stata.com/statalist/archive/2010-04/msg00373.html

On Mon, Apr 26, 2010 at 4:51 PM, John Antonakis <[email protected]> wrote:
> 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.
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