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st: coefficient test in different regression models
From
"[email protected]" <[email protected]>
To
<[email protected]>
Subject
st: coefficient test in different regression models
Date
Mon, 4 Oct 2010 17:30:24 +0200 (CEST)
Dear Statalist,
I have two linear models and they are estimated over different samples. The
models are non-nested but they have some coefficients in common.
I would like to test the hypothesis that one of the coefficients in common is
the same across the two different models.
Is there a standardized test to do this in STATA?
Thanks a lot,
Andrea
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