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Re: st: cross-model hypothesis test


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: cross-model hypothesis test
Date   Mon, 23 Mar 2009 15:42:06 +0000 (GMT)

--- On Mon, 23/3/09, Joshua A Shindell wrote:
> 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.  

Than your only alternative is to turn this into a single model
hypothesis. This is sometimes possible with some clever use of
interaction terms. If that does not work you can try -gllamm- 
to estimate the entire system in one model.

-- Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      

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