Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Comparing coefficients of two independent groups (random and fixed effects regressions)


From   Christoph Böhm <[email protected]>
To   <[email protected]>
Subject   st: Comparing coefficients of two independent groups (random and fixed effects regressions)
Date   Sun, 24 Jul 2011 22:31:12 +0200

Hello everyone!

I was running some random and fixed effects regression for my panel
analysis. The regression analysis is based on two independent samples of
companies (group A and group B). In a first step I analyze them separately.
I first run random and fixed effects regressions with group A and then with
group B.

Second, I wanted to analyze both groups comparatively by comparing the
random effects coefficients of group A with the coefficients of group B. The
independent and dependent variables of both groups are exactly the same.

My problem is that I don't know how to compare the coefficients of group A
with the coefficients of group B when doing a panel analysis. I know the
procedure with sureg (equation A varlist) (equation B varlist) and then test
[eqnA]var = [eqnB]var. But I don't know how to do it with random and fixed
effects regressions with xtreg.

Can anyone help?

Thanks a lot in advance.

Christoph

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index