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st: RE: cross-model hypothesis test


From   "Jason Dean, Mr" <jason.dean@mail.mcgill.ca>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: cross-model hypothesis test
Date   Mon, 23 Mar 2009 11:43:39 -0400

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: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Joshua A Shindell [shindell@uwm.edu]
Sent: Monday, March 23, 2009 11:29 AM
To: statalist@hsphsun2.harvard.edu
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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