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st: Comparison of coefficients in two separate regressions with two-way clustering
From
"Swanquist, Quinn Thomas" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Comparison of coefficients in two separate regressions with two-way clustering
Date
Wed, 24 Apr 2013 14:57:47 +0000
I am trying to test for equality of coefficients between two equations using two-way clustering.
I can get it to run using one-way clustering with -suest- but cannot get it to run with two way clustering. How can I do this?
Here is an example of what I am trying to do:
regress depvar indvar
estimates store one
regress depvar indvar
estimates store two
suest one two, cluster(varname1 varname2)
I get the error: cluster(): too many variables specified. Is there another way to do this? I greatly appreciate any help.
Quinn T. Swanquist
[email protected]
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