Re: st: how to test equality of coefficients - ivreg e suest?

[John Antonakis <John.Antonakis@unil.ch>]

Try

http://www.stata.com/statalist/archive/2011-11/msg00487.html

This is a very elegant and quick solution:

Best,
J.

__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management

Faculty of Business and Economics
University of Lausanne
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http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
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On 14.02.2013 13:02, Manuela Deidda wrote:
> is there any way to compare equality of estimated coefficients after ivreg?
> I have to estimate an iv regression in two different subsamples, defined by
> the dummy variable I:
> 1) I=1
> 2) I=0
>
>   with regress one can use suest to compare coefficients in a sample split.
> Is there a way to do something similar after ivreg?
>
> Any help is appreciated,
> thanks a lot!
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