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st: RE: testing equality of coefficients across two ivregress models
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
st: RE: testing equality of coefficients across two ivregress models
Date
Mon, 27 Jun 2011 19:25:19 +0100
Nidhya,
http://www.stata.com/statalist/archive/2010-04/msg00373.html
(ht: Austin Nichols)
--Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Nidhiya Menon
> Sent: Monday, June 27, 2011 7:03 PM
> To: [email protected]
> Subject: st: testing equality of coefficients across two
> ivregress models
>
> 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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