Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: RE: xtreg and suest

From   "Daniel Hoechle" <>
To   <>
Subject   st: RE: RE: xtreg and suest
Date   Sat, 8 Apr 2006 10:11:37 +0200


Thanks a lot for your suggestion. Your method seems to work well for the
coefficients of the variables but not for the intercepts which is what I
am really interested in. Because I am quite sure that the variance of
the two groups is not equal and since the Hausman test is indefinite I
would like to estimate two different models and compare the intercepts
of the two models. Is there a way to do that? Furthermore, is it
possible to generalize your approach for more than two groups of

Thanks again.

Kind regards,

*** Summary of the prior emails:

> I would like to estimate a fixed effects panel regression for two
> 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

Yes, you could interact the variables with a dummy variable and test if
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


*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index