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st: AW: testing across different sub-samples


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: testing across different sub-samples
Date   Wed, 23 Sep 2009 15:11:16 +0200

<> 

Have you had a look at -hausman-? In cross-sectional models, -suest- would
be the way to go, but it is obviously not available after -xt- commands...





HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Francesco
Trivieri
Gesendet: Mittwoch, 23. September 2009 15:09
An: statalist@hsphsun2.harvard.edu
Betreff: st: testing across different sub-samples

Dear all,
we are estimating the following models (same specification, but different 
estimation method) on two different sub-samples ( A and B).

A) xtreg y x1 x2 x3 x4, fe
B) xtreg y x1 x2 x3 x4, re


Is there a command to test whether   (b1+b2+b3)  in A=( b1+b2+b3)  in B ?
thank you in advance
best regards
Francesco

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