Dear all,
I would like to test for the equality of coefficient estimates
obtained with the "heckman" command. Here is my problem:
I am interested in alcool consumption and sample selection. I
have data for the consumption of 3 different alcools (for the
same 8'000 people) and want to run 3 different "heckman models"
on the same sample (not necessarily with the same explanatory
variables).
The next step would be to test for the equality of the coefficients
generated by the 3 previous models (beer, wine and spirits):
something like "test [beer]age = [wine]age" or
"test [beer]sex = [wine]sex = [spirits]sex"
I would like to know if there is a way to implement such a test for
heckman models which have been estimated separately.
Thanks in advance,
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
