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st: RE: test coefficients across models


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: test coefficients across models
Date   Thu, 13 Sep 2007 08:43:15 +0100

Xinzheng,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> xinzheng shi
> Sent: 13 September 2007 03:12
> To: statalist@hsphsun2.harvard.edu
> Subject: st: test coefficients across models
> 
> Dear all,
>   I have a question. I run two regressions as the
> follows: 
>   (1) reg Y X1 X2, cluster(id)
>   (2) reg Y X1   , cluster(id) 
> I would like to test the coefficients before X1 in these two 
> regressions are the same. But I cannot do it using "hausman" 
> since I used cluster. I also cannot do it using "hausman, 
> force". Any one knows how to do it(the simpler, the better)? 

-suest- is your friend:

reg Y X1 X2
est store eqn1
reg Y X1
est store eqn2
suest eqn1 eqn2, cluster(id)

and you can now test X1=X1.

--Mark

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
 

> 
> Thanks!
> Xinzheng
> 
> 
>       
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