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Re: st: Hausman test on each coefficient in model


From   "maartenbuis" <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hausman test on each coefficient in model
Date   Mon, 15 Nov 2004 13:06:49 -0000

Hi Hendrik,

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.

Maarten

--- 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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