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st: testing equality of coefficients across two ivregress models
From
Nidhiya Menon <[email protected]>
To
[email protected]
Subject
st: testing equality of coefficients across two ivregress models
Date
Mon, 27 Jun 2011 14:03:23 -0400
All,
I am trying to test the equality of coefficients on the endogenous
variable in two ivregress models. Essentially, I am estimating the
following:
ivregress 2sls y x3 (x1 = z1), cluster (regionid)
ivregress 2sls y x3 (x1 = z1) x2, cluster(regionid)
I want to test whether the coefficient on x1 is statistically equivalent
in the two models with the inclusion of the x2 regressors in the second
model. I cannot use suest directly to implement this test since
ivregress is not supported.
Any help you are able to provide would be much appreciated.
Many thanks.
Nidhiya
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