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Re: st: Hausman test on each coefficient in model
What you could do is estimate a single model with a dummy variable
for year and interactionterms between all variables and this dummy.
The testing wether these interaction terms are zero (with likelihood
ratio test) is testing whether that variable has a different effect
during the different years.
--- hwiig <henrik.wiig@e...> wrote:
> I estimate a Heckman model for two different years. The Hausman
> test indicate the models differs between years, which imply I can't
> pool the observations. However, I would also like to compare each
> coefficients separately.
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