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st: compare coefficients after sureg


From   "Vuri, Daniela" <Daniela.Vuri@iue.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: compare coefficients after sureg
Date   Thu, 13 May 2004 10:43:06 +0200

Dear Stata users,
I have the following problem.
I have a regression of Y on X and Z and I want to see if the effect of Z is different across quartile of Z.
I do the following:

gen quart=1 if Z is in the first quartile
replace quart=2 if Z is in the second quartile
replace quart=3 if Z is in the third quartile
replace quart=4 if Z is in the fourth quartile

and then I do the following

bysort quart: sureg(Y X)

at this point I would like to test whether the beta coefficient I get in the first equation (the first quartile) is equal to the beta coefficient I get in the second equation (the second quartile) and so on.

Is sureg the right command?  and how can I get the test of equality of the coefficients across quartiles?

thanks
daniela

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