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Re: st: Comparing two coefficients


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Comparing two coefficients
Date   Tue, 14 Apr 2009 18:47:50 +0200

Try reg3, e.g.

reg3 (cons exp = x z) (z = q r), 2sls

or if you are sure the model is properly specified everywhere

reg3 (cons exp = x z) (z = q r)

Then the test you are looking for is:

test [cons]z = [exp]z, coef

HTH,
John.
____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

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On 14.04.2009 18:14, Nikolas Asasa wrote:
Dear Stat-users, Perhaps someone can help? I have the following problem: I estimate two separate instrumental variable models: Ln(CONS) = x1 + z2 (1)
Ln(EXP) = x1 + z2,    (2)
z2 – is a variable to be instrumented
Now I would like to compare coefficient of z2 from the first equation to that of a second equation. Could anyone, please advise me on an appropriate test (if any) in Stata? Would suest do the job?
Thank you in advance.


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