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st: comparison of OLS and Fixed-effects regression coefficients


From   Wencke Gwozdz <gwozdz-w@uni-hohenheim.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: comparison of OLS and Fixed-effects regression coefficients
Date   Fri, 01 Feb 2008 12:13:48 +0100

Hello,

I wonder if there is any possibility comparing regression coefficients of coss-sectional and panel analysis. The aim is to show that both coefficients for a dependent variable are different.

So far, I estimated an OLS regression and a fixed-effect regression including the same variables, resulting in lower coefficients within the fixed-effect model as we did expect. (the data set and the sample is absolutely the same.)

I know that it is possible to test if coefficients are equal by combination of the "suest" and "test" command. But this does not work with cross-sectional and panel regressions together.

Does anyone know if there exists such a test? Is it realizable within Stata?

Thank you very much for your help.

Wencke

--

Wencke Gwozdz, Dipl. oec.-soc.
University of Hohenheim
Institute for Household and Consumer Economics
Fruwirthstraße 48
70599 Stuttgart
Germany

tel.: (0049)0711/459-22118
eMail: gwozdz-w@uni-hohenheim.de
http://www.uni-hohenheim.de/hhoek

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