Re: st: Re: test of the equality of coefficients in two models

[Sascha Heller <Sascha.Heller@wiso.uni-hamburg.de>]

Okay, understood. cl(idcode hours) obviously won't work.

Just providing an idea: use reg3 (with an 2sls command) instead of  
ivregress. You then might estimate a stacked model with one equation  
for "male" and "female" each for the endogenous explanatory variable  
where you should be able to cluster for your specified variable in  
each equation. Testing is then no problem anymore. I hope that help's.
Sascha

On 17 Aug 2010, at 15:26, xueliansharon wrote:

> Hi, Sascha,
>
> OK, take the stata example from the link as an example, if what I  
> want to
> replicate using the stacking process is:
>
> est clear
> sysuse nlsw88, clear
> reg wage hours if south
> est sto south
> reg wage hours if smsa
> est sto smsa
> suest south smsa, cluster(hours)
>
> How to realize clustering on "hours" in the stacking process? just  
> use "reg
> wage hours? n, cl(hours)" ? But I think we also need to cluster on  
> "idcode"
> to make the stacking process equivalent to the -suest- command. So  
> what
> should I do to use the stacking process to get the outcome of "suest  
> south
> smsa, cluster(hours)"?
>
> Many thanks,
> Sharon
>
>
>
>
>
>
> Re: test of the equality of coefficients in two models
> Aug 17, 2010; 04:07am — by 	 	 Sascha Heller
> 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
> --
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