Statalist


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

Re: st: How CAN I test the equality of coefficients across two differents tobit estimations


From   "Hau Chyi" <hauchyi@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How CAN I test the equality of coefficients across two differents tobit estimations
Date   Fri, 22 Aug 2008 14:01:32 -0500

You need to take into account the correlation of estimators between
the two models.
I think -suest- is what you need.  try - help suest-

tobit Y1 X1 X2 X3 X4
est store model1

tobit Y2 X1 X2 X3
est store model2

suest model1 model2
test [model1_X1 = model2_X1]


On Fri, Aug 22, 2008 at 1:52 PM, olivier lohest <olohest@hotmail.com> wrote:
>
> Dear Statalisters,
>
> I have the following problem but couldnt solved it quite sometime.
>
> I have estimated with tobit regressions two differents equations (on cross section data) i.e
>
> TOBIT Y1 X1 X2 X3 X4
>
> and
>
> TOBIT Y2 X1 X2 X3
>
> the explanatory variables are the same in the two equations but the Y are not the same (Y1 is the concentration rate of firms created by a man, and Y2 is the concentration rate of firms created by a woman)
>
> I would like to test if the coefficients of X1 are the same in the two equations ?
>
> DO YOU HAVE A SOLUTION?
>
> HOW CAN I PROGRAM THIS IN STATA?
>  Thanks a lot
> ol
>
>
>
>
> _________________________________________________________________
> Emportez vos amis et vos emails partout… A la côte, en ville ou dans le fin fond des Ardennes !
> http://windowslivemobile.msn.com/?lang=fr-BE
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
Hau Chyi,
Assistant Professor of Economics
The Wang Yanan Institute for Studies in Economics (WISE)
Xiamen University
http://hauchyi.googlepages.com

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index