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RE: st: Test of equality of the coefficients between two samplesendogeneity and IVREG2


From   nasser.daneshvary@unlv.edu
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Test of equality of the coefficients between two samplesendogeneity and IVREG2
Date   Tue, 22 Nov 2005 10:58:15 -0800

Dear Statalist,

I am using IVREG2 with gmm option to estimate the coefficient of a dichotomous endogenous variable (migrated=1 or 0). I apply the model to two samples. I would like to test for the equality of the two coefficients between the two samples. Is there a particular test in IVREG2 (with gmm option) that is equivalent to OLS Chew test?

Thank you in advance
Nasser




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