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st: Re: testing across different sub-samples

From   Kit Baum <>
Subject   st: Re: testing across different sub-samples
Date   Thu, 24 Sep 2009 07:27:26 -0400


When you come down to it, that is what the Hausman test is doing (- hausman-). Rejection of the null indicates that RE are not appropriate, and that will happen if the coefficient estimates from RE are 'far enough' from those of FE.

On Sep 24, 2009, at 2:33 AM, Francesco wrote:

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 ?

Kit Baum   |   Boston College Economics & DIW Berlin   |
An Introduction to Stata Programming |
   An Introduction to Modern Econometrics Using Stata  |

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