Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: confront two ivreg2,gmm estimates


From   "sistoand80" <[email protected]>
To   "statalist" <[email protected]>
Subject   st: confront two ivreg2,gmm estimates
Date   Mon, 6 Jun 2005 11:20:26 +0200

Dear all,
how I can confront the beta coefficients estimated from two different ivreg2, gmm models?
The problem is that i've two models

(1) ivreg2 y(t) x(t)  p1(t)  (l.y(t) = l(2/3).p1(t)), gmm

(2) ivreg2 y(t) x(t)  p2(t)  (l.y(t) = l(2/3).p2(t)), gmm,

where only price variable changes, both in regressors and instruments, and i've to test if the effect of p1 is statistically different from p2. I tried an hausman test with no success due to the gmm option.
How can I solve this problem?
Thanks,
Andrea Sisto



____________________________________________________________
Navighi a 4 MEGA e i primi 3 mesi sono GRATIS. 
Scegli Libero Adsl Flat senza limiti su http://www.libero.it



*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index