I actually just used suest for an ordered logit model and it worked great.
I am not sure if it will work with the RE option, however, you can run each model separetly (pooled OLS) and then use the VCE(cluster) option with suest. This will give you the appropriate standard errors for pooling individuals over time.
Hope this helps..
Martin: Thanks again for telling me about the suest option
Jason
________________________________________
From: [email protected] [[email protected]] On Behalf Of Joshua A Shindell [[email protected]]
Sent: Monday, March 23, 2009 11:29 AM
To: [email protected]
Subject: st: cross-model hypothesis test
Hello,
I am looking for a method to perform cross-model hypothesis tests of regression coefficients. I understand that the command "suest" is designed for this purpose, but does not work when xtreg with the re option is the estimation method used.
Thank you for any suggestions,
Joshua A. Shindell
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