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st: wald for overlapping samples with suest command
From
"Julia Lang" <[email protected]>
To
[email protected]
Subject
st: wald for overlapping samples with suest command
Date
Tue, 15 Jun 2010 16:00:22 +0100
Dear all,
I use the suest command to test a cross-model hypothesis. I have two
different models which I estimate using two different but overlapping
samples.
Afterwards I use a wald test to check if the sum of two coefficients of
model 1 is different from another coefficient of model 2.
The suest help says it is possible to use overlapping samples and it works
with my data. But the manual only explains the method for different models
on the same data, not on overlapping data.
I also looked at the references but didn't find an explanation for
overlapping samples.
Do you know any further literature dealing with this special case?
Thank you,
Julia
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