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Re: st: Testing coefficients across models


From   John Antonakis <[email protected]>
To   [email protected]
Subject   Re: st: Testing coefficients across models
Date   Tue, 27 Apr 2010 19:06:08 +0200

Right....thanks--that's the Austin post that I forgot about. Exactly what I need.

In fact, I can't use -reg3- because I need a cluster-robust variance estimator.

Best regards,
John.

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On 27.04.2010 18:28, Richard Williams wrote:
At 10:20 AM 4/27/2010, Austin Nichols wrote:
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

Can you also use reg3? The manual says "by using reg3, tests involving coefficients in different equations can be performed easily using test or testnl."


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