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st: Difference between -suest- and -sureg-


From   "Herve STOLOWY" <stolowy@hec.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Difference between -suest- and -sureg-
Date   Mon, 27 Apr 2009 16:14:45 +0200

Dear Statalisters:

A few days ago, I asked a question about how to test the difference in the growth rate of two variables. I received several interesting answers and Austin Nichols suggested the use of -suest-. If I adapt his suggestion to my problem, I have the following command lines:

reg foreign_base time if time > 3 & time < 7
est sto i
reg foreign_match time if time > 3 & time < 7 
est sto v
suest i v, cluster(company)
test [i_mean]time=[v_mean]time

Reading more on -suest- and -test-, I discovered the command -sureg-. I tried to adapt it to my problem:

sureg (foreign_base time) (foreign_match time ) if time > 3 & time < 7
test [foreign_base]time = [foreign_match]time

It seems to me that the two procedures are very similar, although the results of the chi2 are not exactly the same (but they are consistent).

Could someone explain to me the difference between the two procedures with regard to my problem? Is one "better" than the other (please forgive me in advance if my question is heretical). If the explanation is too long, could I find a useful reference?

Best regards

Herve Stolowy





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mail: stolowy at hec dot fr
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