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st: RE: xtreg and suest


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xtreg and suest
Date   Fri, 7 Apr 2006 12:44:48 -0500

Yes, you could interact the variables with a dummy variable and test if the
interacted variable of interest is 0.

For example:

webuse grunfeld, clear
mark gr if com <7
foreach v of varlist kstock mval {
	gen gr_`v' = gr*`v'
	}
xtreg invest kstock mval gr_*, fe robust
test gr_kstock


Scott

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Daniel Hoechle
> Sent: Friday, April 07, 2006 10:35 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: xtreg and suest
> 
> Dear all
> 
> I would like to estimate a fixed effects panel regression for two groups
> of individuals (men and women, say). Then I would like to compare the
> coefficients of the two models. However, the -suest- command seems not
> to work in this instance 
<snip>



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