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Re: st: Difference between -suest- and -sureg-

From   John Antonakis <>
Subject   Re: st: Difference between -suest- and -sureg-
Date   Mon, 27 Apr 2009 22:16:38 +0200

Hi Hervé:

With suest you have specified cluster robust standard errors--with sureg you have not. The suest command is better suited to your data set if you have repeated measures across company. Sureg ignores the data nestings. I'd go with suest.



Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
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On 27.04.2009 16:14, Herve STOLOWY wrote:
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

President of the French Accounting Association (AFC)
HEC Paris
Departement Comptabilite Controle de gestion / Dept of Accounting and Management Control
1, rue de la Liberation
78351 - Jouy-en-Josas
Tel: +33 1 39 67 94 42 - Fax: +33 1 39 67 70 86
mail: stolowy at hec dot fr

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