st: Testing equality of coefficients using ivregress between a baseline and an expanded model

[Eric Sjöberg <ericsjoeberg@gmail.com>]

Dear statalisters,

I am estimating two regressions using IV

ivregress 2sls y (x1 = z1), vce(cluster id)
ivregress 2sls y (x1 = z1) x2, vce(cluster id)

I want to test whether the coefficient belonging to x1 is
statistically different in the two models. Storing the estimates and
using suest cannot be done since ivregress is not compatible with
suest. I read a thread on a related topic where the user wanted to
compare coefficients of the same IVregression but in different
subsamples but I don't see how this method is applicable in my case.

http://statalist.1588530.n2.nabble.com/test-of-the-equality-of-coefficients-in-two-models-td5427850.html

I don't know if this matter but the x2 is not a single variable but
rather an additional vector of controls. Any suggestions on how to do
this are most welcome!

Best
--
Eric Sjöberg

*
*   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/