st: suest requires that predict allow the score option

["Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>]

Related to Sharon's question, I have a similar problem, where I want to estimate the covariance between estimated regression coefficients obtained under clustering, but for two different indicator variables with the same predictors:

. qui xtlogit Iy x1 x2  if q==5,i(isub) nolog
. est store q5
. qui xtlogit Iy x1 x2  if q==6,i(isub) nolog
. est store q6
. suest q5 q6
unable to generate scores for model q5
suest requires that predict allow the score option
r(322);

This works with estimation using -logit-, but then I can't allow for the clustering. So how would -stack- help here?

Al Feiveson






-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sascha Heller
Sent: Tuesday, August 17, 2010 3:07 AM
To: statalist@hsphsun2.harvard.edu
Cc: Sascha Heller
Subject: Re: st: Re: test of the equality of coefficients in two models

Maybe I don't understand your question exactly, but for the STATA  
example (given in the link), it work's fine when clustering for any  
other variable (hours etc.) and the SEs change.

Does that answer your question? If not, please give further info.

Sascha

On 17 Aug 2010, at 00:51, xueliansharon wrote:

> Hi, Sascha,
>
> Thanks for your reference. Yes, I already read this file, but the  
> problem is
> that I need to allow for clustering on variable mm, but the method  
> described
> in the
> http://statalist.1588530.n2.nabble.com/st-Compare-ivreg-coefficients-across-models-td4077316.html
> doesn't allow for clustering on another variable mm, since it's  
> already
> clustering on idcode.
>
> So is there anyway to allow for clustering on my variable mm?
>
> Thanks,
> Sharon
>
>
>
>
>
> Re: test of the equality of coefficients in two models
> Aug 16, 2010; 06:38pm - by 	 	 Sascha Heller
> Stacking might help:
>
> http://statalist.1588530.n2.nabble.com/st-Compare-ivreg-coefficients-across-models-td4077316.html
>
> Sascha
> -- 
> View this message in context: http://statalist.1588530.n2.nabble.com/test-of-the-equality-of-coefficients-in-two-models-tp5427850p5429948.html
> Sent from the Statalist mailing list archive at Nabble.com.
>
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