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st: Between-model tests of coefficients, -suest-, & -stcox-
I have two nested survival-time models that are estimated using -stcox-.
The independent variable, X1, is included in both models and I need to
test whether its coefficient in the full model, B1f, is equal to the
coefficient in the reduced model, B1r. With most estimation commands it
is possible to perform such a between-model test (B1f = B1r) using
-suest-. Unfortunately -stcox- is not one of those commands.
I have used the "stacking" procedure described in the Stata reference
manual's -suest- section to perform the desired tests. Although the
approach works, it produces large standard errors. Any suggestions for
more efficient approaches to performing inter-model tests of -stcox-
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