Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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 19:04:51 +0200

Hi Austin:

That's precisely what I need--tests across stacked models.

-suest- can't help here....thanks for reminding me about your post, which I read a while back and which slipped my mind.

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

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

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

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



On 27.04.2010 17:20, 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

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.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index