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st: test of coefficients across OLS and fixed effect regressions


From   Jackie Wang <jackie_python@yahoo.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: test of coefficients across OLS and fixed effect regressions
Date   Fri, 28 Sep 2007 15:33:14 -0400 (EDT)

Hi, Guys,

Look at the following regression:
Yij = a0 + a1*X1ij + a2*X2ij+eij
where 'j' indicates households and 'i' indicates
individuals in the household. I run this regression
using OLS and household fixed effect methods. The
commands are:

reg Y X1 X2;
xtreg Y X1 X2, fe i(id);

My question is, how can I test in stata whether the
coefficient on X1, i.e. a1, in these two regressions
are the same? (Can I test whether a1 is greater in the
fixed effect than in the OLS?)

Thank you.

Jackie



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