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Re: st: URGENT! testing the equality of coefficients across quantiles


From   fatma bircan <bircan@metu.edu.tr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: URGENT! testing the equality of coefficients across quantiles
Date   Fri, 15 Oct 2004 12:00:38 +0300

-------------------

Fatma Bircan
Middle East Technical University
Department of Economics
210-2032

I am trying to perform a wald test to see if the parameters are equal
across the specified quantiles after running a quantile regression.

test command for after-a multi-equation-model performs this task. But
when it is more than one equation, the equality of parameters across
the equations is tested in relation to the first equation we put in
the command line, 

Example,
.
 test y1 coefs = y2 coefs = y3 coefs
        . test [y1=y2=y3]
        . test [y1=y2=y3]: site1 site2 site3

The result compares the coefs. in y1 and y2 and in y1 and y3, to test
the equality for y2 and y3 we need to write another line, but then the
number of restrictions and df changes, with 5 equations I need to
write more than two lines. So I am confused about how to test the
equlity of parameters in all five equations at the same time, or is it
necessary to do so???

Thank you





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