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st: Comparing coefficients from two ivregress models
From
YUNHEE CHANG <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Comparing coefficients from two ivregress models
Date
Thu, 8 Sep 2011 07:56:04 +0000
Dear Statalist:
I am estimating two differently-specified IV regressions and trying to compare coefficients between the two models. I tried:
ivregress 2sls y x1 x2 (x1=z)
est store reg1
ivregress 2sls y x1 x2 x3 (x1=z)
est store reg2
test [reg1]_b[x1]=[reg2]_b[x1]
Then I get "equation [reg1] not found" error. What am I doing wrong?
Thanks.
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